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Citations for "Is the business cycle characterized by deterministic chaos?"

by Brock, William A. & Sayers, Chera L.

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. M. Matilla-García & P. Sanz & F. J. Vázquez, 2004. "Dimension estimation with the BDS-G statistic," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1219-1223, June. [Downloadable!] (restricted)
  2. William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997. "Nonlinear and Complex Dynamics in Economics," Econometrics 9709001, EconWPA. [Downloadable!]
  3. Chang-Kon Choi, 1998. "Asymmetric Fluctuations And The Third Moments In The Real Business Cycle Theory," International Economic Journal, Korean International Economic Association, vol. 12(2), pages 35-53, June. [Downloadable!] (restricted)
  4. Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers E2006/7, Cardiff University, Cardiff Business School, Economics Section.
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  5. Diego Valderrama, 2002. "Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model," Working Papers in Applied Economic Theory 2002-13, Federal Reserve Bank of San Francisco. [Downloadable!]
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  6. Nijkamp, P. & Reggiani, A., 1992. "Non linear evolution of dynamic spatial systems : lessons from chaos and niche theory," Serie Research Memoranda 0066, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  7. Ramazan Gencay & W. Dechert, 1996. "The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 1(3), pages 145-154. [Downloadable!] (restricted)
  8. Mariano Matilla-García & Paloma Sanz & Francisco J. Vázquez, 2005. "The BDS test and delay time," Applied Economics Letters, Taylor and Francis Journals, vol. 12(2), pages 109-113, February. [Downloadable!] (restricted)
  9. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "On the Evidence of Non-Linear Structure in Canadian Unemployment," Macroeconomics 0311003, EconWPA. [Downloadable!]
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  10. Samir Saadi & Devinder Gandhi & Khaled Elmawazini, 2006. "On the validity of conventional statistical tests given evidence of non-synchronous trading and non-linear dynamics in returns generating process," Applied Economics Letters, Taylor and Francis Journals, vol. 13(5), pages 301-305, April. [Downloadable!] (restricted)
  11. Theodore Panagiotidis, 2002. "Testing the assumption of Linearity," Economics Bulletin, Economics Bulletin, vol. 3(29), pages 1-9. [Downloadable!]
  12. repec:att:wimass:19976 is not listed on IDEAS
  13. Manfred M. Fischer & Wolfgang Koller, 2001. "Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate," ERSA conference papers ersa01p233, European Regional Science Association. [Downloadable!]
  14. Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006. "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers 36, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
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  15. Maurice Peat & Max Stevenson, 1995. "Testing for Nonlinearities in Economic and Financial Time Series," Working Paper Series 48, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  16. Hommes, C.H. & Manzan, S., 2005. "Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment," CeNDEF Working Papers 05-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  17. David Jones & Neil Manning & Maxwell Stevenson, 1994. "The Unemployment Rate and the Business Cycle in Britain: An Aggregate and Regional Analysis," Regional Studies, Taylor and Francis Journals, vol. 28(6), pages 591-604, October. [Downloadable!] (restricted)
  18. Maurice Peat & Max Stevenson, 1994. "Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets," Working Paper Series 37, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  19. Domenico Mignacca & Mauro Gallegati, 1994. "Is US Real GNP Chaotic? On Using the BDS test to Decide Whether an ARMA Model forthe US GNP Genreates I.I.D. Residuals," International Finance 9410002, EconWPA, revised 09 Nov 1994. [Downloadable!]
  20. Simon M. Potter, 1993. "A Nonlinear Approach to U.S. GNP," UCLA Economics Working Papers 693, UCLA Department of Economics. [Downloadable!]
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  21. William Barnett & Barry E. Jones & Milka Kirova & Travis D. Nesmith & Meenakshi Pasupathy1, 2004. "The Nonlinear Skeletons in the Closet," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200403, University of Kansas, Department of Economics, revised May 2004. [Downloadable!]
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  22. Randal J. Verbrugge, 1998. "A Framework for Studying Economic Interactions (with applications to corruption and business cycles)," Game Theory and Information 9809006, EconWPA, revised 01 Oct 1998. [Downloadable!]
  23. Franz Alonso Hamann S., 1996. "Puede Explicarse El Precio Externo Del Café Con Un Modelo Econometrico No Lineal?," BORRADORES DE ECONOMIA 003408, BANCO DE LA REPÚBLICA. [Downloadable!]
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  24. Patrick K. Asea & S. Brock Blomberg, 1997. "Lending Cycles," NBER Working Papers 5951, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  25. Sella Lisa, 2008. "Old and new spectral techniques for economic time series," Department of Economics Working Papers 200809, University of Turin. [Downloadable!]
  26. Ignacio Olmeda & Joaquin Pérez, 1995. "Non-linear dynamics and chaos in the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 217-248, May. [Downloadable!]
  27. William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, EconWPA. [Downloadable!]
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  28. Cars Hommes & Sebastiano Manzan, 2006. "Testing for Nonlinear Structure and Chaos in Economic Time. A Comment," Tinbergen Institute Discussion Papers 06-030/1, Tinbergen Institute. [Downloadable!]
  29. Peter Kugler, 1990. "Sind Wechselkursfluktuationen zufällig oder chaotisch?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 126(II), pages 113-129, June. [Downloadable!]
  30. Theodore Panagiotidis & Gianluigi Pelloni, 2005. "Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests," Discussion Paper Series 2005_8, Department of Economics, Loughborough University, revised Aug 2005. [Downloadable!]
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  31. Diego Valderrama, 2002. "Nonlinearities in international business cycles," Working Papers in Applied Economic Theory 2002-23, Federal Reserve Bank of San Francisco. [Downloadable!]
  32. Ping Chen, 1996. "A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 1(2), pages 87-103. [Downloadable!] (restricted)
  33. Diego Valderrama, 2003. "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003 219, Society for Computational Economics. [Downloadable!]
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This page was last updated on 2008-8-8.

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