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  • Search: subject_exact:"Nonlinear dynamics"
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Year of publication
Subject
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Nonlinear dynamics 929 Nichtlineare Dynamik 810 Theorie 488 Theory 481 Chaostheorie 214 Chaos theory 213 nonlinear dynamics 149 Time series analysis 113 Zeitreihenanalyse 113 Business cycle theory 75 Konjunkturtheorie 75 Volatility 70 Volatilität 69 Business cycle 66 Konjunktur 66 Nichtlineare Regression 63 Nonlinear regression 63 Schätzung 58 Estimation 57 Börsenkurs 53 Share price 53 Stochastischer Prozess 45 USA 45 United States 45 Stochastic process 44 Aktienmarkt 41 Stock market 41 Financial market 40 Finanzmarkt 40 Dynamische Wirtschaftstheorie 39 Economic dynamics 39 Agentenbasierte Modellierung 38 Macroeconomics 37 Makroökonomik 37 Wechselkurs 37 Agent-based modeling 36 Nonlinear Dynamics 36 Chaos 35 Exchange rate 33 Anlageverhalten 31
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Online availability
All
Free 342 Undetermined 255
Type of publication
All
Article 578 Book / Working Paper 539 Other 3 Journal 2
Type of publication (narrower categories)
All
Article in journal 337 Aufsatz in Zeitschrift 337 Working Paper 216 Graue Literatur 193 Non-commercial literature 193 Arbeitspapier 187 Aufsatz im Buch 112 Book section 112 Collection of articles of several authors 35 Sammelwerk 35 Hochschulschrift 26 Konferenzschrift 22 Thesis 20 Conference proceedings 17 Aufsatzsammlung 16 Bibliografie enthalten 10 Bibliography included 10 Rezension 7 Conference paper 6 Konferenzbeitrag 6 Festschrift 5 Lehrbuch 5 Textbook 5 Article 4 Collection of articles written by one author 4 Forschungsbericht 4 Sammlung 4 Systematic review 4 Übersichtsarbeit 4 Amtliche Publikation 2 Mehrbändiges Werk 2 Multi-volume publication 2 Reprint 2 Amtsdruckschrift 1 CD-ROM, DVD 1 Government document 1 Interview 1
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Language
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English 883 Undetermined 197 German 31 Polish 5 Czech 2 French 2 Italian 2 Russian 1 Slovak 1
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Author
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Chiarella, Carl 26 Gomes, Orlando 23 Hommes, Cars H. 21 Dieci, Roberto 20 Gardini, Laura 20 Westerhoff, Frank H. 20 Barnett, William A. 19 Tramontana, Fabio 16 Puu, Tönu 15 Shintani, Mototsugu 13 Westerhoff, Frank 13 Beaudry, Paul 12 Dindo, Pietro 12 Galizia, Dana 12 Portier, Franck 12 Szidarovszky, Ferenc 12 Tuinstra, Jan 12 Bischi, Gian Italo 11 Linton, Oliver 11 Lux, Thomas 11 Schmitt, Noemi 11 Flaschel, Peter 10 Nishimura, Kazuo 10 Rosser, John Barkley 10 Brock, William A. 9 Heijnen, Pim 9 Hommes, Cars 9 Matsumoto, Akio 9 Matsuyama, Kiminori 9 Sodini, Mauro 9 Heijdra, Ben J. 8 Kyrtsou, Catherine 8 Mairesse, Jacques 8 Raymond, Wladimir 8 Serletis, Apostolos 8 Wagener, Florian Oskar Ottokar 8 De Grauwe, Paul 7 Grimaldi, Marianna 7 Palm, Franz C. 7 Agliari, Anna 6
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 15 National Bureau of Economic Research 7 EconWPA 5 Tinbergen Instituut 5 London School of Economics (LSE) 4 School of Economics, UNSW Business School 4 Tinbergen Institute 4 C.E.P.R. Discussion Papers 3 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 3 Facoltà di Economia, Università degli Studi di Urbino 3 Social Systems Research Institute 3 Society for Computational Economics - SCE 3 Aix-en-Provence Complexity Workshop <1, 2000, Aix-en-Provence> 2 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Cowles Foundation for Research in Economics, Yale University 2 Département de Sciences Économiques, Université de Montréal 2 Economics Department, University of Wisconsin-Whitewater 2 IGI Global 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Springer International Publishing 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Unidade de Investigação em Desenvolvimento Empresarial (UNIDE), Business School 2 Vanderbilt University Department of Economics 2 American Statistical Association 1 Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre 1 Books on Demand GmbH <Norderstedt> 1 CESifo 1 Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology 1 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Center for Nonlinear Dynamics in Economics and Finance 1 Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre for Economic Performance, LSE 1 Centre for Economic Policy Research 1 Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG) 1 Conference Nonlinear Dynamics and Economics <1992, Florenz> 1 Conference on Nonlinear Dynamics and Computational Physics <1997, Ahmedabad> 1 Conference on Nonlinear Dynamics and Econometrics <1991, Los Angeles, Calif.> 1 Department of Economics, National University of Ireland 1
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Published in...
All
Physica A: Statistical Mechanics and its Applications 47 Journal of economic dynamics & control 38 Journal of economic behavior & organization : JEBO 24 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 23 SpringerLink / Bücher 17 MPRA Paper 15 Discussion paper / Tinbergen Institute 14 Lecture notes in economics and mathematical systems : LNEMS 12 Studies in Nonlinear Dynamics & Econometrics 12 Economic modelling 11 Economics letters 9 Macroeconomic dynamics 9 Tinbergen Institute Discussion Papers 9 Discussion paper / Centre for Economic Policy Research 8 BERG Working Paper Series 7 CESifo working papers 7 Journal of economic surveys 7 NBER Working Paper 7 NBER working paper series 7 Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr 7 Working paper / National Bureau of Economic Research, Inc. 7 Working papers series in theoretical and applied economics 7 BERG working paper series on government and growth 6 Decisions in economics and finance : DEF ; a journal of applied mathematics 6 Journal of evolutionary economics : JEE 6 Journal of macroeconomics 6 Computational Economics 5 Dynamische Wirtschaftstheorie 5 Economics working paper 5 Journal of econometrics 5 Mathematics and Computers in Simulation (MATCOM) 5 Tinbergen Institute Discussion Paper 5 Advances in Complex Systems (ACS) 4 Cahiers de recherche 4 Computational economics 4 Decisions in economics and finance : a journal of applied mathematics 4 Discussion Papers / School of Economics, UNSW Business School 4 Economic complexity : non-linear dynamics, multi-agents economies, and learning ; [...selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4 - 6 May 2000] 4 Energy economics 4 European economic review : EER 4
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Source
All
ECONIS (ZBW) 863 RePEc 221 EconStor 33 BASE 5
Showing 1 - 50 of 1,122
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Speculative asset price dynamics and wealth taxes
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - 2021
Based on the seminal asset-pricing model by Brock and Hommes (1998), we analytically show that higher wealth taxes increase the risky asset’s fundamental value, enlarge its local stability domain, may prevent the birth of nonfundamental steady states and, if they exist, reduce the risky...
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Persistent link: https://ebtypo.dmz1.zbw/10012511346
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Semi-metric portfolio optimization : a new algorithm reducing simultaneous asset shocks
James, Nick; Menzies, Max; Chan, Jennifer - In: Econometrics : open access journal 11 (2023) 1, pp. 1-33
This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks across a collection of assets. This may be understood as an alternative approach to risk reduction in a portfolio based on a new mathematical quantity. First, we apply recently...
Persistent link: https://ebtypo.dmz1.zbw/10014281489
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Welfare cost of inflation, when credit card transaction services are included among monetary services
Barnett, William A.; Park, Sohee - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014280821
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Dissecting Tether's nonlinear dynamics during Covid-19
Maiti, Moinak; Grubisic, Zoran; Vukovic, Darko B. - In: Journal of open innovation : technology, market, and … 6 (2020) 4/161, pp. 1-12
The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...
Persistent link: https://ebtypo.dmz1.zbw/10012389449
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Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas - 2020
Tests of excessive volatility along the lines of Shiller (1981) and Leroy and Porter (1981) count among the most convincing pieces of evidence against the validity of the time-honored efficient market hypothesis. Recently, using Shiller s distinction between ex-ante rational (fundamental) price...
Persistent link: https://ebtypo.dmz1.zbw/10012214509
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Nonlinear effects of uncertainty shocks : state-dependency and asymmetry
Morita, Hiroshi; Yuasa, Shiro - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013550316
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Complexity research in economics : past, present and future
Nomaler, Önder; Verspagen, Bart - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013443739
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A state-space approach for time-series prediction of an heterogeneous agent model
Gusella, Filippo; Ricchiuti, Giorgio - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013357273
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A stylized macro-model with interacting real, monetary and stock markets
Cavalli, F.; Naimzada, Ahmad; Pecora, N. - In: Journal of economic interaction and coordination 17 (2022) 1, pp. 225-257
Persistent link: https://ebtypo.dmz1.zbw/10013171528
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Controversy in Financial Chaos Research and Nonlinear Dynamics : A Short Literature Review
Vogl, Markus - 2022
In this study, I apply a bibliometric analysis paired with a subsequent snowball sampling procedure. Moreover, I display a full citation network analysis, outlining the most relevant publications and contributions, defining relevant measures and show the interconnectivities and gaps within the...
Persistent link: https://ebtypo.dmz1.zbw/10013295421
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Nonlinear Dynamic Dissolution Behavior of Ti-48al-2cr-2nb Alloy
Zhang, Xianmiao; Luo, Zhijian; Liao, Cuijiao - 2022
Chronoamperometry (CA), phase space reconstruction, correlation dimension, multifractal detrended fluctuation analysis (MFDFA) combining linear sweep voltammetry (LSV), electrochemical impedance spectroscopy (EIS), and surface morphology observation were used to systematically analyze the...
Persistent link: https://ebtypo.dmz1.zbw/10013304492
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Trend followers, contrarians and fundamentalists : explaining the dynamics of financial markets
Schmitt, Noemi; Westerhoff, Frank H. - 2019
We propose an empirically motivated financial market model in which speculators rely on trend-following, contrarian and fundamental trading rules to determine their orders. Speculators' probabilistic rule-selection behavior - the only type of randomness in our model - depends on past and future...
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Persistent link: https://ebtypo.dmz1.zbw/10012014573
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Cover Image
Speculative asset price dynamics and wealth taxes
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - 2021
Based on the seminal asset-pricing model by Brock and Hommes (1998), we analytically show that higher wealth taxes increase the risky asset's fundamental value, enlarge its local stability domain, may prevent the birth of nonfundamental steady states and, if they exist, reduce the risky asset's...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012516196
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Examination of interest-growth differentials and the risk of sovereign insolvency
Lindgren, Jussi - In: Risks 9 (2021) 4, pp. 1-14
The objective of this research was to demonstrate the (nonlinear) risks of sovereign insolvency and explore the applicability of stochastic modeling in public debt management, given a structural economic model of stochastic government debt dynamics. A stochastic optimal control model was...
Persistent link: https://ebtypo.dmz1.zbw/10013200743
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Relevance of chaos and strange attractors in the Samuelson-Hicks oscillator
Verne, Jean-François - In: Economic thought 10 (2021) 1, pp. 32-45
In this paper, we look for the relevance of chaos in the well-known Hicks-Samuelson's oscillator model investigating the endogenous fluctuations of the national income between two limits: full employment income and under-employment income. We compute the Lyapunov exponent, via Monte-Carlo...
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Speculative asset price dynamics and wealth taxes
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 641-667
Persistent link: https://ebtypo.dmz1.zbw/10012794972
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Envy effects on conflict dynamics in supervised work groups
Dal Forno, Arianna; Merlone, Ugo - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 755-779
Persistent link: https://ebtypo.dmz1.zbw/10012794992
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Examination of interest-growth differentials and the risk of sovereign insolvency
Lindgren, Jussi - In: Risks : open access journal 9 (2021) 4, pp. 1-14
The objective of this research was to demonstrate the (nonlinear) risks of sovereign insolvency and explore the applicability of stochastic modeling in public debt management, given a structural economic model of stochastic government debt dynamics. A stochastic optimal control model was...
Persistent link: https://ebtypo.dmz1.zbw/10012508747
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Reversible environmental catastrophes with disconnected generations
Heijdra, Ben J.; Heijnen, Pim - In: De economist : quarterly review of the Royal … 169 (2021) 2, pp. 211-252
Persistent link: https://ebtypo.dmz1.zbw/10012543477
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Dynamics of Endogenous Business Cycles and Exchange Rate Volatility
Böhm, Volker; Kikuchi, Tomoo - 2021
This paper studies dynamics of endogenous business cycles and exchange rate volatility in a small open economy. Without market imperfections, domestic price and wage adjustments respond sluggishly to disequilibrium situations on real domestic markets while prices on international capital markets...
Persistent link: https://ebtypo.dmz1.zbw/10013320345
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The Exchange Rate in a Model with Heterogeneous Agents and Transactions Costs
De Grauwe, Paul; Grimaldi, Marianna - 2021
In this paper we develop a model of the exchange rate. The existence of transactions costs introduces an important non-linearity. Agents have different beliefs about the future exchange rate. We show that this simple model creates great complexity in the market which is characterised by the fact...
Persistent link: https://ebtypo.dmz1.zbw/10013320348
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The Exchange Rate and its Fundamentals. A Chaotic Perspective
De Grauwe, Paul; Grimaldi, Marianna - 2021
We analyse the workings of a simple non-linear exchange rate model in which agents hold different beliefs about the underlying model. We distinguish between "chartists" and "fundamentalists". The non-linearities in the model originate from transactions costs and from the existence of non-linear...
Persistent link: https://ebtypo.dmz1.zbw/10013320673
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Jean-Michel Grandmont : a forthcoming mind
Linnemer, Laurent; Visser, Michael S. - 2018
This profile of Jean-Michel Grandmont is based on several interviews we had with him between September 2016 and April 2017. The interviews took place at our CREST offices, located at that time in Malakoff, just south of Paris. The objective of the profile is twofold. First, we trace the career...
Persistent link: https://ebtypo.dmz1.zbw/10011853287
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Reversible environmental catastrophes with disconnected generations
Heijdra, Ben J.; Heijnen, Pim - 2018
We study environmental policy in an economy-ecology model featuring multiple deterministic stable steady-state ecological equilibria. The economy-ecology does not settle in either of the deterministic steady states as the environmental system is hit by random shocks. Individual live for two...
Persistent link: https://ebtypo.dmz1.zbw/10011924595
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Jean-Michel Granmont : a forthcoming mind
Linnemer, Laurent; Visser, Michael S. - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012201141
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Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian; Fang, Wei; Gao, Xiangyun; An, Sufang; Wu, Tao - In: Applied economics 55 (2023) 10, pp. 1142-1155
Persistent link: https://ebtypo.dmz1.zbw/10013499028
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Solving the Diamond-Mortensen-Pissarides model accurately
Petrosky-Nadeau, Nicolas; Zhang, Lu - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 611-650
An accurate global projection algorithm is critical for quantifying the basic moments of the Diamond-Mortensen-Pissarides model. Log linearization under- states the mean and volatility of unemployment, but overstates the volatility of labor market tightness and the magnitude of the...
Persistent link: https://ebtypo.dmz1.zbw/10011801599
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Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas - 2020
Tests of excessive volatility along the lines of Shiller (1981) and Leroy and Porter (1981) count among the most convincing pieces of evidence against the validity of the time-honored efficient market hypothesis. Recently, using Shiller’s distinction between ex-ante rational (fundamental)...
Persistent link: https://ebtypo.dmz1.zbw/10012215456
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Cover Image
Dissecting Tether's nonlinear dynamics during Covid-19
Maiti, Moinak; Grubisic, Zoran; Vukovic, Darko B. - In: Journal of Open Innovation: Technology, Market, and … 6 (2020) 4, pp. 1-12
The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...
Persistent link: https://ebtypo.dmz1.zbw/10012620470
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Business cycles, financial conditions and nonlinearities
Mendieta-Muñoz, Ivan; Sündal, Doğuhan - 2020
This paper proposes a conceptualization of business cycle fluctuations in which the role of financial conditions and nonlinear dynamics are explicitly incorporated. We highlight the role of investment demand in driving economic fluctuations, consider its endogenous dynamic interactions with...
Persistent link: https://ebtypo.dmz1.zbw/10012243059
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Nonlinear Dynamics in Conditional Volatility
Lorenz, Friedrich - 2020
Investors pay a substantial premium to hedge against fluctuations in volatility—the variance risk premium (VRP). The asset-pricing literature has presented numerous models with jumps in economic fundamentals to reproduce the properties and the time variation of the VRP. This paper shows that...
Persistent link: https://ebtypo.dmz1.zbw/10012837073
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Macro-Finance Models with Nonlinear Dynamics
Dou, Winston - 2020
We provide a review of macro-finance models featuring nonlinear dynamics. We survey the models developed recently in the literature, including models with amplification effects of financial constraints, models with households' leverage constraints, and models with financial networks. We also...
Persistent link: https://ebtypo.dmz1.zbw/10012847653
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Do ‘Complex’ Financial Models Really Lead to Complex Dynamics? Agent-Based Models and Multifractality
Kukacka, Jiri - 2020
Agent-based models are usually claimed to generate complex dynamics; however, the link to such complexity has not been subject to rigorous examination. This paper studies this link between the complexity of financial time series---measured by their multifractal properties---and the design of...
Persistent link: https://ebtypo.dmz1.zbw/10012848470
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Monetary policy and speculative asset markets
Böhl, Gregor - In: European economic review : EER 148 (2022), pp. 1-21
Persistent link: https://ebtypo.dmz1.zbw/10013553390
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Push or pull? : the impact of ordering policy choice on the dynamics of a hybrid closed-loop supply chain
Lin, Junyi; Zhou, Li; Spiegler, Virginia L. M.; Naim, … - In: European journal of operational research : EJOR 300 (2022) 1, pp. 282-295
Persistent link: https://ebtypo.dmz1.zbw/10013173855
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Systemic financial stress and macroeconomic amplifications in the United Kingdom
Chatterjee, Somnath; Chiu, Ching Wai Jeremy; Duprey, Thibaut - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 380-400
Persistent link: https://ebtypo.dmz1.zbw/10013188559
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Business cycles, financial conditions, and nonlinearities
Mendieta-Muñoz, Ivan; Sündal, Doğuhan - In: Metroeconomica : international review of economics 73 (2022) 2, pp. 343-383
Persistent link: https://ebtypo.dmz1.zbw/10013190592
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Housing markets, expectation formation and interest rates
Martin, Carolin; Schmitt, Noemi; Westerhoff, Frank H. - In: Macroeconomic dynamics 26 (2022) 2, pp. 491-532
Persistent link: https://ebtypo.dmz1.zbw/10013166393
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Asymmetric dynamics between uncertainty and unemployment flows in the United States
Ahmed, Ali M.; Granberg, Mark; Troster, Victor; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 155-172
Persistent link: https://ebtypo.dmz1.zbw/10013334677
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Continuous unimodal maps in economic dynamics : on easily verifiable conditions for topological chaos
Deng, Liuchun; Khan, Ali; Mitra, Tapan - In: Journal of economic theory 201 (2022), pp. 1-27
Persistent link: https://ebtypo.dmz1.zbw/10013373215
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Preying on beauty? : the complex social dynamics of overtourism
Antoci, Angelo; Russu, Paolo; Sacco, Pier Luigi; Tavano … - In: Journal of economic interaction and coordination 17 (2022) 1, pp. 379-400
Persistent link: https://ebtypo.dmz1.zbw/10013171554
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Complex dynamics in the market for loans
Mukherji, Nivedita - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 83-99
Persistent link: https://ebtypo.dmz1.zbw/10013380536
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Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Zhu, Chen - In: Finance research letters 47 (2022), pp. 1-11
Persistent link: https://ebtypo.dmz1.zbw/10013553954
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Housing markets, expectation formation and interest rates
Martin, Carolin; Schmitt, Noemi; Westerhoff, Frank - 2019
Based on a behavioral stock-flow housing market model in which the expectation formation behavior of boundedly rational and heterogeneous investors may generate endogenous boom-bust cycles, we explore whether central banks can stabilize housing markets via the interest rate. Using a mix of...
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Persistent link: https://ebtypo.dmz1.zbw/10011964330
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Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets
Schmitt, Noemi; Westerhoff, Frank H. - 2019
We propose an empirically motivated financial market model in which speculators rely on trend-following, contrarian and fundamental trading rules to determine their orders. Speculators' probabilistic rule-selection behavior - the only type of randomness in our model - depends on past and future...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012023996
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When to ease off the brakes (and hopefully prevent recessions)
Hastings, Harold M.; Young-Taft, Tai; Wang, Thomas - 2019
Increases in the federal funds rate aimed at stabilizing the economy have inevitably been followed by recessions. Recently, peaks in the federal funds rate have occurred 6-16 months before the start of recessions; reductions in interest rates apparently occurred too late to prevent those...
Persistent link: https://ebtypo.dmz1.zbw/10012142976
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Nonlinear Price Dynamics of S&P 100 Stocks
Caginalp, Gunduz - 2019
The methodology presented provides a quantitative way to characterize investor behavior and price dynamics within a particular asset class and time period. The methodology is applied to a data set consisting of over 250,000 data points of the S&P 100 stocks during 2004-2018. Using a two-way...
Persistent link: https://ebtypo.dmz1.zbw/10012866940
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When to ease off the brakes (and hopefully prevent recessions)
Hastings, Harold M.; Young-Taft, Tai; Wang, Thomas - 2019
Increases in the federal funds rate aimed at stabilizing the economy have inevitably been followed by recessions. Recently, peaks in the federal funds rate have occurred 6-16 months before the start of recessions; reductions in interest rates apparently occurred too late to prevent those...
Persistent link: https://ebtypo.dmz1.zbw/10012006453
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Can a cusp catastrophe model describe the effect of sanctions on exchange rates?
Bolgorian, Meysam - 2019
Fluctuations of exchange rates, like any other economic variables, are very common in financial markets. However, sometimes because of political and economic tensions, exchange rates exhibit abrupt crashes that lead to structural break. In this paper, the author answers the question whether a...
Persistent link: https://ebtypo.dmz1.zbw/10011963797
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Housing markets, expectation formation and interest rates
Martin, Carolin; Schmitt, Noemi; Westerhoff, Frank H. - 2019
Based on a behavioral stock-flow housing market model in which the expectation formation behavior of boundedly rational and heterogeneous investors may generate endogenous boom-bust cycles, we explore whether central banks can stabilize housing markets via the interest rate. Using a mix of...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10011963798
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