Chaos theory in economics : methods, models and evidence /
edited by W. Davis Dechert.
- Cheltenham [U.K.] : Edward Elgar Publ., c1996.
- xviii, 596 p. : ill. ; 25 cm.
- International library of critical writings in economics ; 66 .
- International library of critical writings in economics ; 66. .
Includes bibliographical references and index.
Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance / Understanding Macroeconomic Time Series Using Complex Systems Theory / Nonlinearities in Economic Dynamics / On Lags and Chaos in Economic Dynamic Models / Chaotic Tatonnement / Statistical Dynamics and Economics / Non-Parametric Estimation of Deterministically Chaotic Systems / Some Theory of Statistical Inference for Nonlinear Science / An Algorithm for the n Lyapunov Exponents of an n-Dimensional Unknown Dynamical System / A New Test for Chaos / Chance or Chaos? / William A. Brock -- William A. Brock -- Jose A. Scheinkman -- Sergio Invernizzi and Alfredo Medio -- Venkatesh Bala and Mukul Majumdar -- Richard H. Day and Giulio Pianigiani -- Mahmoud A. El-Gamal -- William A. Brock and Ehung G. Baek -- Ramazan Gencay and W. Davis Dechert -- Claire G. Gilmore -- M. S. Bartlett -- 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. On Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future / Deterministic Chaos in an Experimental Economic System / Market Instability and Nonlinear Dynamics / Adaptive Learning and Roads to Chaos: The Case of the Cobweb / Resolution of Chaos with Application to a Modified Samuelson Model / Nonlinearities and Chaotic Effects in Options Prices / Does an Unstable Keynesian Unemployment Equilibrium in a non-Walrasian Dynamic Macroeconomic Model Imply Chaos? / Chaotic Dynamics in Economic Time-Series / Chaos and Nonlinear Dynamics: Application to Financial Markets / Rose-Anne Dana and Luigi Montrucchio -- John D. Sterman -- Jean-Paul Chavas and Matthew T. Holt -- Cars H. Hommes -- H. E. Nusse and C. H. Hommes -- Robert Savit -- Cars H. Hommes and Helena E. Nusse -- Murray Frank and Thanasis Stengos -- David A. Hsieh -- 12. 13. 14. 15. 16. 17. 18. 19. 20. On Determining the Dimension of Real-Time Stock-Price Data / Implications of Nonlinear Dynamics for Financial Risk Management / "Chaos" in Futures Markets? A Nonlinear Dynamical Analysis / Testing for Nonlinear Dependence in Daily Stock Indices / The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications / International Chaos? / Some Evidence Concerning Macroeconomic Chaos / On Nonlinear Dynamics: The Case of the Pork Cycle / Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation / E. Scott Mayfield and Bruce Mizrach -- David A. Hsieh -- Steven C. Blank -- Thomas Willey -- James B. Ramsey, Chera L. Sayers and Philip Rothman -- Murray Frank, Ramazan Gencay and Thanasis Stengos -- Murray Z. Frank and Thanasis Stengos -- Jean-Paul Chavas and Matthew T. Holt -- Steven G. Craig, Janet E. Kohlhase and David H. Papell. 21. 22. 23. 24. 25. 26. 27. 28. 29.
1858982162
96005317
Economics, Mathematical.
Chaotic behavior in systems.
Statics and dynamics (Social sciences)
Time-series analysis.
Nonlinear systems.
HB135 / .C447 1996
330.0151 / CHA
Includes bibliographical references and index.
Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance / Understanding Macroeconomic Time Series Using Complex Systems Theory / Nonlinearities in Economic Dynamics / On Lags and Chaos in Economic Dynamic Models / Chaotic Tatonnement / Statistical Dynamics and Economics / Non-Parametric Estimation of Deterministically Chaotic Systems / Some Theory of Statistical Inference for Nonlinear Science / An Algorithm for the n Lyapunov Exponents of an n-Dimensional Unknown Dynamical System / A New Test for Chaos / Chance or Chaos? / William A. Brock -- William A. Brock -- Jose A. Scheinkman -- Sergio Invernizzi and Alfredo Medio -- Venkatesh Bala and Mukul Majumdar -- Richard H. Day and Giulio Pianigiani -- Mahmoud A. El-Gamal -- William A. Brock and Ehung G. Baek -- Ramazan Gencay and W. Davis Dechert -- Claire G. Gilmore -- M. S. Bartlett -- 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. On Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future / Deterministic Chaos in an Experimental Economic System / Market Instability and Nonlinear Dynamics / Adaptive Learning and Roads to Chaos: The Case of the Cobweb / Resolution of Chaos with Application to a Modified Samuelson Model / Nonlinearities and Chaotic Effects in Options Prices / Does an Unstable Keynesian Unemployment Equilibrium in a non-Walrasian Dynamic Macroeconomic Model Imply Chaos? / Chaotic Dynamics in Economic Time-Series / Chaos and Nonlinear Dynamics: Application to Financial Markets / Rose-Anne Dana and Luigi Montrucchio -- John D. Sterman -- Jean-Paul Chavas and Matthew T. Holt -- Cars H. Hommes -- H. E. Nusse and C. H. Hommes -- Robert Savit -- Cars H. Hommes and Helena E. Nusse -- Murray Frank and Thanasis Stengos -- David A. Hsieh -- 12. 13. 14. 15. 16. 17. 18. 19. 20. On Determining the Dimension of Real-Time Stock-Price Data / Implications of Nonlinear Dynamics for Financial Risk Management / "Chaos" in Futures Markets? A Nonlinear Dynamical Analysis / Testing for Nonlinear Dependence in Daily Stock Indices / The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications / International Chaos? / Some Evidence Concerning Macroeconomic Chaos / On Nonlinear Dynamics: The Case of the Pork Cycle / Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation / E. Scott Mayfield and Bruce Mizrach -- David A. Hsieh -- Steven C. Blank -- Thomas Willey -- James B. Ramsey, Chera L. Sayers and Philip Rothman -- Murray Frank, Ramazan Gencay and Thanasis Stengos -- Murray Z. Frank and Thanasis Stengos -- Jean-Paul Chavas and Matthew T. Holt -- Steven G. Craig, Janet E. Kohlhase and David H. Papell. 21. 22. 23. 24. 25. 26. 27. 28. 29.
1858982162
96005317
Economics, Mathematical.
Chaotic behavior in systems.
Statics and dynamics (Social sciences)
Time-series analysis.
Nonlinear systems.
HB135 / .C447 1996
330.0151 / CHA