Evidence for chaotic dependence between US inflation and commodity prices

Journal of Macroeconomics

Volumn 28, Issue 1, 2006, Pages 256-266

  Kyrtsou, Catherine ^a   Labys, Walter C ^b  

^a UNIVERSITY OF MACEDONIA   (Greece)

^b WEST VIRGINIA UNIVERSITY   (United States)

Author keywords

Bivariate noisy Mackey Glass model; Commodity prices; Dynamic non linearity; Non linear causality; US inflation

Indexed keywords

EID: 32144437423     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2005.10.019     Document Type: Article

References (20)

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