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Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity

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Cited by:

  1. Cellarier, Laurent L., 2008. "Least squares learning and business cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 553-564, December.
  2. Claustre Bajona & Timothy J. Kehoe, 2006. "Demographics in dynamic Heckscher-Ohlin models: overlapping generations versus infinitely lived consumers," Staff Report 377, Federal Reserve Bank of Minneapolis.
  3. Barnett William A & Dalkir Mehmet S, 2007. "Gains from Synchronization," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 28-55, March.
  4. Mills, Terence C., 1995. "Business cycle asymmetries and non-linearities in U.K. macroeconomic time series," Ricerche Economiche, Elsevier, vol. 49(2), pages 97-124, June.
  5. William A. Barnett & Yijun He & ., 1999. "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?," Macroeconomics 9906008, University Library of Munich, Germany.
  6. Julio Dávila, "undated". "Reducing Overlapping Generations Economies to Finite Economies," Penn CARESS Working Papers 9819996a2b80f99a81bf1509c, Penn Economics Department.
  7. Medio, Alfredo & Raines, Brian, 2007. "Backward dynamics in economics. The inverse limit approach," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1633-1671, May.
  8. Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015. "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1749-1779, December.
  9. Ariane Szafarz, 2015. "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
  10. Davila, Julio, 2003. "Multiplicity, instability and sunspots in games," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 197-217, June.
  11. Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius, 2002. "Underground economy quantitative models. Some applications to Romania’s case," MPRA Paper 14210, University Library of Munich, Germany.
  12. Dávila Julio, 2016. "The Rationality of Expectations Formation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(2), pages 515-543, June.
  13. Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew, 2003. "Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets," Finance 0308001, University Library of Munich, Germany.
  14. Barnett, William A. & Bella, Giovanni & Ghosh, Taniya & Mattana, Paolo & Venturi, Beatrice, 2022. "Shilnikov chaos, low interest rates, and New Keynesian macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  15. Jean-Michel Grandmont, 1998. "Expectations Formation and Stability of Large Socioeconomic Systems," Econometrica, Econometric Society, vol. 66(4), pages 741-782, July.
  16. Greiner, Alfred, 1996. "Endogenous growth cycles--Arrow's learning by doing reconsidered," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 587-604.
  17. William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004. "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 581-615, Emerald Group Publishing Limited.
  18. De Palma, Francesco & Seegmuller, Thomas, 2004. "Unions, wage differential and indeterminacy," Research in Economics, Elsevier, vol. 58(3), pages 205-218, September.
  19. Schultze, Uta, 2000. "Insights from Physics into Development Processes: Are Fat Tails Interesting for Development Research?," Discussion Papers 280882, University of Bonn, Center for Development Research (ZEF).
  20. Stefano Eusepi, 2005. "Comparing forecast-based and backward-looking Taylor rules: a "global" analysis," Staff Reports 198, Federal Reserve Bank of New York.
  21. Bullard, James & Duffy, John, 1999. "Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs," Computational Economics, Springer;Society for Computational Economics, vol. 13(1), pages 41-60, February.
  22. Evans George W & Honkapohja Seppo M.S. & Marimon Ramon, 2007. "Stable Sunspot Equilibria in a Cash-in-Advance Economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-38, January.
  23. William A. Barnett, 2000. "Perspective on the Current State of Macroeconomic Theory," Contributions to Economic Analysis, in: The Theory of Monetary Aggregation, pages 593-605, Emerald Group Publishing Limited.
  24. Day, Richard H. & Pianigiani, Giulio, 1991. "Statistical Dynamics and Economics," Working Paper Series 293, Research Institute of Industrial Economics.
  25. YiLi Chien & In-Koo Cho & B. Ravikumar, 2021. "Stability and Equilibrium Selection in Learning Models: A Note of Caution," Review, Federal Reserve Bank of St. Louis, vol. 103(4), pages 477-488, October.
  26. Nivedita Mukherji, 2022. "Complex dynamics in the market for loans," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 83-99, June.
  27. Khurshid M. Kiani, 2009. "Asymmetries in Macroeconomic Time Series in Eleven Asian Economies," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(1), pages 37-54, April.
  28. J. Barkley Rosser, 1999. "On the Complexities of Complex Economic Dynamics," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 169-192, Fall.
  29. Jeroen van den Bergh & John Gowdy, 2000. "Evolutionary Theories in Environmental and Resource Economics: Approaches and Applications," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 17(1), pages 37-57, September.
  30. Phillip Wild & John Foster, 2012. "On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data," Discussion Papers Series 466, School of Economics, University of Queensland, Australia.
  31. Evans, George W. & Honkapohja, Seppo, 2003. "Expectational stability of stationary sunspot equilibria in a forward-looking linear model," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 171-181, October.
  32. Grandmont, Jean-Michel, 1998. "Introduction to Market Psychology and Nonlinear Endogenous Business Cycles," Journal of Economic Theory, Elsevier, vol. 80(1), pages 1-13, May.
  33. Andrés Carvajal, 2018. "Arbitrage pricing in non-Walrasian financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(4), pages 951-978, December.
  34. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012. "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers 20/2012, NIPE - Universidade do Minho.
  35. Mohamed CHIKHI & Claude DIEBOLT, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
  36. Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003. "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance icma-dp2003-14, Henley Business School, University of Reading.
  37. Zhang, Lingxiang, 2013. "Modeling China's inflation dynamics: An MRSTAR approach," Economic Modelling, Elsevier, vol. 31(C), pages 440-446.
  38. Schonhofer, Martin, 1999. "Chaotic Learning Equilibria," Journal of Economic Theory, Elsevier, vol. 89(1), pages 1-20, November.
  39. 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.
  40. William Barnett & Morgan Rose, 2005. "Joseph Schumpeter and Modern Nonlinear Dynamics," Method and Hist of Econ Thought 0504001, University Library of Munich, Germany.
  41. William, Barnett & Hu, Jingxian, 2017. "Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation," MPRA Paper 81450, University Library of Munich, Germany.
  42. Skalin, Joakim & Teräsvirta, Timo, 2002. "Modeling Asymmetries And Moving Equilibria In Unemployment Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 6(2), pages 202-241, April.
  43. Venditti, Alain, 1998. "Indeterminacy and endogenous fluctuations in two-sector growth models with externalities," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 521-542, January.
  44. Eusepi, Stefano, 2007. "Learnability and monetary policy: A global perspective," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1115-1131, May.
  45. Bullard, James & Duffy, John, 1998. "A model of learning and emulation with artificial adaptive agents," Journal of Economic Dynamics and Control, Elsevier, vol. 22(2), pages 179-207, February.
  46. Davila, Julio, 2001. "Time and Uncertainty in Overlapping Generations Economies," Journal of Economic Theory, Elsevier, vol. 100(2), pages 356-386, October.
  47. Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005. "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-15, December.
  48. Tanizaki, Hisashi, 1997. "Nonlinear and nonnormal filters using Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 417-439, September.
  49. Koutsougeras, Leonidas C., 2009. "Convergence of strategic behavior to price taking," Games and Economic Behavior, Elsevier, vol. 65(1), pages 234-241, January.
  50. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
  51. De Palma, Francesco & Seegmuller, Thomas, 2005. "Dual Labor Market And Endogenous Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 9(3), pages 398-411, June.
  52. Goenka, Aditya, 2003. "Informed trading and the 'leakage' of information," Journal of Economic Theory, Elsevier, vol. 109(2), pages 360-377, April.
  53. Mateescu, Dan, 2016. "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting 160720, Institute for Economic Forecasting.
  54. J. Barkley Rosser & Marina Vchershnaya Rosser, 1997. "Schumpeterian Evolutionary Dynamics and the Collapse of Soviet-Bloc Socialism," Review of Political Economy, Taylor & Francis Journals, vol. 9(2), pages 211-223.
  55. Papadopoulos Konstantinos G., 2008. "Purchasing Power Parity with Strategic Markets," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-32, June.
  56. Becker, Robert A. & Tsyganov, Eugene N., 2002. "Ramsey Equilibrium in a Two-Sector Model with Heterogeneous Households," Journal of Economic Theory, Elsevier, vol. 105(1), pages 188-225, July.
  57. Kelly, David L. & Shorish, Jamsheed, 2000. "Stability of Functional Rational Expectations Equilibria," Journal of Economic Theory, Elsevier, vol. 95(2), pages 215-250, December.
  58. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
  59. Goenka, Aditya & Poulsen, Odile, 2004. "Factor Intensity Reversal and Ergodic Chaos," Working Papers 04-13, University of Aarhus, Aarhus School of Business, Department of Economics.
  60. Tanizaki, Hisashi & Mariano, Roberto S., 1998. "Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 263-290.
  61. Lawrence J. Christiano & Michele Boldrin & Jonas D. M. Fisher, 2001. "Habit Persistence, Asset Returns, and the Business Cycle," American Economic Review, American Economic Association, vol. 91(1), pages 149-166, March.
  62. Leonidas C. Koutsougeras & Claudia Meo, 2018. "An asymptotic analysis of strategic behavior for exchange economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 301-325, August.
  63. Chiappori, P. A. & Davila, J., 1996. "Cycles and sunspot: The Poincare-Hopf approach," Journal of Mathematical Economics, Elsevier, vol. 26(3), pages 269-284.
  64. Roger Bowden & Jennifer Zhu, 2010. "Multi-scale variation, path risk and long-term portfolio management," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 783-796.
  65. Klaus Adam & George W. Evans & Seppo Honkapoja, 2003. "Are Stationary Hyperinflation Paths Learnable?," CESifo Working Paper Series 936, CESifo.
  66. Evans, George W. & McGough, Bruce, 2005. "Stable sunspot solutions in models with predetermined variables," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 601-625, April.
  67. Melvin. J. Hinich & Phillip Wild & John Foster, 2010. "Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices," Discussion Papers Series 408, School of Economics, University of Queensland, Australia.
  68. Francesco de Palma & Thomas Seegmuller, 2005. "Dual Labor Market and Endogenous Fluctuations," Post-Print halshs-00194165, HAL.
  69. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
  70. Costas Azariadis & James B. Bullard & Lee E. Ohanian, 1998. "Complex eigenvalues and trend-reverting fluctuations," Staff Report 255, Federal Reserve Bank of Minneapolis.
  71. Brecher, Richard A. & Chen, Zhiqi & Choudhri, Ehsan U., 2005. "Dynamic stability in a two-country model of optimal growth and international trade," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 583-594, March.
  72. Gauthier, Stephane, 2001. "Learning and the saddle point property," Economics Letters, Elsevier, vol. 73(3), pages 339-343, December.
  73. Arifovic, Jasmina, 1995. "Genetic algorithms and inflationary economies," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 219-243, August.
  74. Alain Raybaut, 2021. "A first French episode in the renewal of nonlinear theory of economic cycles," Post-Print hal-03375804, HAL.
  75. Chin-Chang Lai, 1997. "The Complex Dynamics of Real Exchange Rates with Countercyclical Balance of Trade," Open Economies Review, Springer, vol. 8(4), pages 393-401, October.
  76. Alain Raybaut, 2019. "A First French Episode in the Renewal of Nonlinear Theory of Economic Cycles (1978-1985)," GREDEG Working Papers 2019-07, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
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  78. Chen, Shikuan, 1999. "Complex Dynamics of the Real Exchange Rate in an Open Macroeconomic Model," Journal of Macroeconomics, Elsevier, vol. 21(3), pages 493-508, July.
  79. Dufrénot, G. & Triki, K., 2012. "Public debt ratio and its determinants in France since 1890 Does econometrics support the historical evidence?," Working papers 385, Banque de France.
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  90. Kian-Ping Lim & Venus Khim-Sen Liew, 2003. "Testing for Non-Linearity in ASEAN Financial Markets," Finance 0308002, University Library of Munich, Germany.
  91. Thomas J. Sargent & Francois R. Velde, 1990. "The analytics of German monetary unification," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 33-50.
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