Comments on "Chaotic monetary dynamics with confidence"

Journal of Macroeconomics

Volumn 28, Issue 1, 2006, Pages 253-255

  Barnett, William A ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

Chaos; Divisia; Lyapunov exponent

Indexed keywords

EID: 32144440970     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2005.10.018     Document Type: Note

References (6)

1. W.A. Barnett J. Binner Functional Structure and Approximation in Econometrics 2004 North-Holland Amsterdam
2. W.A. Barnett P. Chen The aggregation-theoretic monetary aggregates are chaotic and have strange attractors W.A. Barnett E. Berndt H. White An Econometric Application of Mathematical Chaos, Dynamic Econometric Modeling 1988 Cambridge University Press Cambridge 199-245
3. W.A. Barnett A.R. Gallant M.J. Hinich J.A. Jungeilges D.T. Kaplan M.J. Jensen A single-blind controlled competition among tests for nonlinearity and chaos Journal of Econometrics 82 1997 157-192
4. W.A. Barnett Y. He Stabilization policy as bifurcation selection: Would stabilization policy work if the economy really were unstable? Macroeconomic Dynamics 6 2002 713-747
5. D.W. Nychka S. Ellner R.A. Gallant D. McCaffrey Finding chaos in noisy systems Journal of the Royal Statistical Society B 54 1992 399-426
6. M. Shintani O. Linton Nonparametric neural network estimation of Lyapunov exponents and direct tests for chaos Journal of Econometrics 120 2004 1-33