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Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results

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Author Info

  • LeBaron, B.

Abstract

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Bibliographic Info

Paper provided by Wisconsin Madison - Social Systems in its series Working papers with number 9117.

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Length: 27 pages
Date of creation: 1991
Date of revision:
Handle: RePEc:att:wimass:9117

Contact details of provider:
Postal: UNIVERSITY OF WISCONSIN MADISON, SOCIAL SYSTEMS RESEARCH INSTITUTE(S.S.R.I.), MADISON WISCONSIN 53706 U.S.A.

Related research

Keywords: time series ; economic models ; econometrics;

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Cited by:
  1. James Bullard & Alison Butler, 1992. "Nonlinearity and chaos in economic models: implications for policy decisions," Working Papers 1991-002, Federal Reserve Bank of St. Louis.
  2. Cecen, A. Aydin & Erkal, Cahit, 1996. "Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?," International Journal of Forecasting, Elsevier, vol. 12(4), pages 465-473, December.
  3. Nasir M. Khilji, 1994. "Nonlinear Dynamics and Chaos: Application to Financial Markets in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 33(4), pages 1417-1429.

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