Chaos theory in economics : methods, models and evidence /
by Dechert, W. Davis.
Material type:
BookSeries: International library of critical writings in economics: 66.Publisher: Cheltenham [U.K.] : Edward Elgar Publ., c1996Description: xviii, 596 p. : ill. ; 25 cm.ISBN: 1858982162.Subject(s): Economics, Mathematical | Chaotic behavior in systems | Statics and dynamics (Social sciences) | Time-series analysis | Nonlinear systems| Item type | Current location | Collection | Call number | Status | Date due | Barcode |
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Dhaka University Library General Stacks | Non Fiction | 330.0151 CHA (Browse shelf) | Available | 373553 |
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| 330.0113 RUM Modeling dynamic economic systems / | 330.0113 RUM Modeling dynamic economic systems / | 330.0151 BEO Optimization and stability theory for economic analysis / | 330.0151 CHA Chaos theory in economics : | 330.0151 CHF Fundamental methods of mathematical economics / | 330.0151 CHF Fundamental methods of mathematical economics / | 330.0151 EAR Early mathematical economics 1871-1915 / |
Includes bibliographical references and index.
1. Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance / William A. Brock -- 2. Understanding Macroeconomic Time Series Using Complex Systems Theory / William A. Brock -- 3. Nonlinearities in Economic Dynamics / Jose A. Scheinkman -- 4. On Lags and Chaos in Economic Dynamic Models / Sergio Invernizzi and Alfredo Medio -- 5. Chaotic Tatonnement / Venkatesh Bala and Mukul Majumdar -- 6. Statistical Dynamics and Economics / Richard H. Day and Giulio Pianigiani -- 7. Non-Parametric Estimation of Deterministically Chaotic Systems / Mahmoud A. El-Gamal -- 8. Some Theory of Statistical Inference for Nonlinear Science / William A. Brock and Ehung G. Baek -- 9. An Algorithm for the n Lyapunov Exponents of an n-Dimensional Unknown Dynamical System / Ramazan Gencay and W. Davis Dechert -- 10. A New Test for Chaos / Claire G. Gilmore -- 11. Chance or Chaos? / M. S. Bartlett --
12. On Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future / Rose-Anne Dana and Luigi Montrucchio -- 13. Deterministic Chaos in an Experimental Economic System / John D. Sterman -- 14. Market Instability and Nonlinear Dynamics / Jean-Paul Chavas and Matthew T. Holt -- 15. Adaptive Learning and Roads to Chaos: The Case of the Cobweb / Cars H. Hommes -- 16. Resolution of Chaos with Application to a Modified Samuelson Model / H. E. Nusse and C. H. Hommes -- 17. Nonlinearities and Chaotic Effects in Options Prices / Robert Savit -- 18. Does an Unstable Keynesian Unemployment Equilibrium in a non-Walrasian Dynamic Macroeconomic Model Imply Chaos? / Cars H. Hommes and Helena E. Nusse -- 19. Chaotic Dynamics in Economic Time-Series / Murray Frank and Thanasis Stengos -- 20. Chaos and Nonlinear Dynamics: Application to Financial Markets / David A. Hsieh --
21. On Determining the Dimension of Real-Time Stock-Price Data / E. Scott Mayfield and Bruce Mizrach -- 22. Implications of Nonlinear Dynamics for Financial Risk Management / David A. Hsieh -- 23. "Chaos" in Futures Markets? A Nonlinear Dynamical Analysis / Steven C. Blank -- 24. Testing for Nonlinear Dependence in Daily Stock Indices / Thomas Willey -- 25. The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications / James B. Ramsey, Chera L. Sayers and Philip Rothman -- 26. International Chaos? / Murray Frank, Ramazan Gencay and Thanasis Stengos -- 27. Some Evidence Concerning Macroeconomic Chaos / Murray Z. Frank and Thanasis Stengos -- 28. On Nonlinear Dynamics: The Case of the Pork Cycle / Jean-Paul Chavas and Matthew T. Holt -- 29. Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation / Steven G. Craig, Janet E. Kohlhase and David H. Papell.
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