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ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE

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  • SERLETIS, APOSTOLOS
  • SHAHMORADI, ASGHAR

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  • Serletis, Apostolos & Shahmoradi, Asghar, 2004. "ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE," Macroeconomic Dynamics, Cambridge University Press, vol. 8(04), pages 543-551, September.
  • Handle: RePEc:cup:macdyn:v:8:y:2004:i:04:p:543-551_03
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    3. Kazuo Nishimura & Jess Benhabib & Alain Venditti, 2002. "Indeterminacy and cycles in two-sector discrete-time model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 217-235.
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    Cited by:

    1. Chen, Shyh-Wei & Lin, Shih-Mo, 2014. "Non-linear dynamics in international resource markets: Evidence from regime switching approach," Research in International Business and Finance, Elsevier, pages 233-247.
    2. Karl Pinno & Apostolos Serletis, 2005. "Long swings in the Canadian dollar," Applied Financial Economics, Taylor & Francis Journals, pages 73-76.
    3. Kyrtsou, Catherine & Serletis, Apostolos, 2006. "Univariate tests for nonlinear structure," Journal of Macroeconomics, Elsevier, pages 154-168.
    4. Federici, Daniela & Gandolfo, Giancarlo, 2012. "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 670-681.
    5. Semmler, Willi & Bernard, Lucas, 2012. "Boom–bust cycles: Leveraging, complex securities, and asset prices," Journal of Economic Behavior & Organization, Elsevier, pages 442-465.
    6. Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," DEGIT Conference Papers c016_035, DEGIT, Dynamics, Economic Growth, and International Trade.
    7. Rahman, Abdul & Saadi, Samir, 2008. "Random walk and breaking trend in financial series: An econometric critique of unit root tests," Review of Financial Economics, Elsevier, vol. 17(3), pages 204-212, August.

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