Similar Search Results

Testing for linear and nonlinear causality between crude oil price changes and stock market returns

Anoruo, Emmanuel - In: International Journal of Economic Sciences and Applied … 4 (2011) 3, pp. 75-92

This paper examines both the linear and nonlinear causal relationships between crude oil price changes and stock market returns for the United States. In particular, the study applied a battery of unit root tests to ascertain the time series properties of crude oil price changes and stock market...

Persistent link: https://www.econbiz.de/10010289389

Investigating chaos in the Nigerian Asset and Resource Management (ARM) discovery fund

Fuwape, Ibiyinka A.; Ogunjo, Samuel T. - In: CBN Journal of Applied Statistics 04 (2013) 2, pp. 129-140

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a …

Persistent link: https://www.econbiz.de/10011482594

Saddle cycles: Solving rational expectations models featuring limit cycles (or chaos) using perturbation methods

Galizia, Dana - In: Quantitative Economics 12 (2021) 3, pp. 869-901

(e.g., via limit cycles/chaos). A popular approach to solving nonlinear models is perturbation methods. I show that, as … typically implemented, these methods are incapable of finding solutions featuring limit cycles or chaos. Fundamentally …

Persistent link: https://www.econbiz.de/10013189757

Unconventional means of preventing chaos in the economy

Doncean, Gheorghe; Doncean, Marilena - In: CES Working Papers 13 (2021) 2, pp. 197-212

This research explores five barriers, acting as obstacles to chaos in terms of policy (A), economic (B), social (C … state of the systems is then presented, the element that generates the mathematical equation specific to chaos, the block … through its components and for different economic partners, the state of chaos is explained by means of a structure with …

Persistent link: https://www.econbiz.de/10014496793

From self-fulfilling mistakes to behavioral learning equilibria

Hommes, Cars H. - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 97-123). 2017

Persistent link: https://www.econbiz.de/10011850356

Recurrence quantification analysis : theory and applications

Orlando, Giuseppe; Zimatore, Giovanna; Giuliani, Alessandro - In: Nonlinearities in economics : an interdisciplinary …, (pp. 141-150). 2021

structural changes in a signal related to chaos. …

Persistent link: https://www.econbiz.de/10012648038

Stable periodic economic cycles from controlling

Stoop, Ruedi - In: Nonlinearities in economics : an interdisciplinary …, (pp. 209-244). 2021

When a system becomes unstable or noise becomes excessive, often regulations of the form of limiters (barriers obstructing excursion into undesired areas of the phase space) are imposed. It is hoped that by the influence of this element, the system can be calmed and its behaviour can be...

Persistent link: https://www.econbiz.de/10012648045

Kaldor-Kalecki new model on business cycles

Orlando, Giuseppe - In: Nonlinearities in economics : an interdisciplinary …, (pp. 247-268). 2021

deterministic chaos. …

Persistent link: https://www.econbiz.de/10012648046

Recurrence quantification analysis of business cycles

Orlando, Giuseppe; Zimatore, Giovanna - In: Nonlinearities in economics : an interdisciplinary …, (pp. 269-282). 2021

Orlando and Zimatore (Chaos, Solitons Fractals 110:82–94, 2018). Thus, after having devised a suitable model for business …

Persistent link: https://www.econbiz.de/10012648047

An empirical test of Harrod's model

Orlando, Giuseppe; Della Rossa, Fabio - In: Nonlinearities in economics : an interdisciplinary …, (pp. 283-294). 2021

After having illustrated in Chap. 13 the Harrod’s model and a chaotic specification of it, in this Chapter we are going to prove that (1) real data could be obtained by a suitable calibration of model’s parameters, (2) the calibrated model confirms theoretical predictions (Orlando and Della...

Persistent link: https://www.econbiz.de/10012648049