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CHAOTIC DYNAMICS IN ECONOMIC TIME-SERIES (1988)

Frank, Murray ; Stengos, Thanasis

Oxford, UK : Blackwell Publishing Ltd

Journal of economic surveys 2 (1988), S. 0

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ISSN: 1467-6419

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Economics

Notes: Abstract. There has recently been considerable interest in chaotic dynamics in a variety of disciplines. This paper introduces and then surveys some of the associated literature and techniques. Applications to economic theory are discussed but the primary focus is on empirical applicability. In addition to surveying the literature we also provide an example of the use of these techniques in economics. We conclude by highlighting the importance of the techniques for empirical work as well as considering their context in econometric methodology.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/j.1467-6419.1988.tb00039.x

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