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Volumn 28, Issue 1, 2006, Pages 169-174

Comments on "testing for nonlinear structure and chaos in economic time series"

Author keywords

Chaos; Mackey Glass GARCH; Nonlinearity; Self organized critically

Indexed keywords


EID: 32144451151     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmacro.2005.10.012     Document Type: Note
Times cited : (19)

References (12)
  • 2
    • 0000921080 scopus 로고    scopus 로고
    • Heterogeneous beliefs and routes to chaos in a simple asset pricing model
    • W.A. Brock C.H. Hommes Heterogeneous beliefs and routes to chaos in a simple asset pricing model Journal of Economic Dynamics and Control 22 1998 1235-1274
    • (1998) Journal of Economic Dynamics and Control , vol.22 , pp. 1235-1274
    • Brock, W.A.1    Hommes, C.H.2
  • 3
    • 0002962834 scopus 로고
    • Is the business cycle characterized by deterministic chaos?
    • W.A. Brock C.L. Sayers Is the business cycle characterized by deterministic chaos? Journal of Monetary Economics 22 1988 71-90
    • (1988) Journal of Monetary Economics , vol.22 , pp. 71-90
    • Brock, W.A.1    Sayers, C.L.2
  • 5
    • 0000726126 scopus 로고
    • Developments in the nonlinear analysis of economic series
    • C.W.J. Granger Developments in the nonlinear analysis of economic series Scandinavian Journal of Economics 93 1991 263-276
    • (1991) Scandinavian Journal of Economics , vol.93 , pp. 263-276
    • Granger, C.W.J.1
  • 6
    • 0010849287 scopus 로고
    • Is chaotic economic theory relevant for economics? A review article of: Jess Benhabib: Cycles and chaos in economic equilibrium
    • C.W.J. Granger Is chaotic economic theory relevant for economics? A review article of: Jess Benhabib: Cycles and chaos in economic equilibrium Journal of International and Comparative Economics 3 1994 139-145
    • (1994) Journal of International and Comparative Economics , vol.3 , pp. 139-145
    • Granger, C.W.J.1
  • 10
    • 0037298065 scopus 로고    scopus 로고
    • Is there chaos in the world economy? A nonparametric test using consistent standard errors
    • M. Shintani O. Linton Is there chaos in the world economy? A nonparametric test using consistent standard errors International Economic Review 44 2003 331-358
    • (2003) International Economic Review , vol.44 , pp. 331-358
    • Shintani, M.1    Linton, O.2
  • 11
    • 1542400411 scopus 로고    scopus 로고
    • Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
    • M. Shintani O. Linton Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos Journal of Econometrics 120 2004 1-33
    • (2004) Journal of Econometrics , vol.120 , pp. 1-33
    • Shintani, M.1    Linton, O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.