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Chaos theory in economics : methods, models and evidence /

by Dechert, W. Davis.
Material type: materialTypeLabelBookSeries: 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
Contents:
Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance / William A. Brock -- Understanding Macroeconomic Time Series Using Complex Systems Theory / William A. Brock -- Nonlinearities in Economic Dynamics / Jose A. Scheinkman -- On Lags and Chaos in Economic Dynamic Models / Sergio Invernizzi and Alfredo Medio -- Chaotic Tatonnement / Venkatesh Bala and Mukul Majumdar -- Statistical Dynamics and Economics / Richard H. Day and Giulio Pianigiani -- Non-Parametric Estimation of Deterministically Chaotic Systems / Mahmoud A. El-Gamal -- Some Theory of Statistical Inference for Nonlinear Science / William A. Brock and Ehung G. Baek -- An Algorithm for the n Lyapunov Exponents of an n-Dimensional Unknown Dynamical System / Ramazan Gencay and W. Davis Dechert -- A New Test for Chaos / Claire G. Gilmore -- Chance or Chaos? / M. S. Bartlett --
On Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future / Rose-Anne Dana and Luigi Montrucchio -- Deterministic Chaos in an Experimental Economic System / John D. Sterman -- Market Instability and Nonlinear Dynamics / Jean-Paul Chavas and Matthew T. Holt -- Adaptive Learning and Roads to Chaos: The Case of the Cobweb / Cars H. Hommes -- Resolution of Chaos with Application to a Modified Samuelson Model / H. E. Nusse and C. H. Hommes -- Nonlinearities and Chaotic Effects in Options Prices / Robert Savit -- Does an Unstable Keynesian Unemployment Equilibrium in a non-Walrasian Dynamic Macroeconomic Model Imply Chaos? / Cars H. Hommes and Helena E. Nusse -- Chaotic Dynamics in Economic Time-Series / Murray Frank and Thanasis Stengos -- Chaos and Nonlinear Dynamics: Application to Financial Markets / David A. Hsieh --
On Determining the Dimension of Real-Time Stock-Price Data / E. Scott Mayfield and Bruce Mizrach -- Implications of Nonlinear Dynamics for Financial Risk Management / David A. Hsieh -- "Chaos" in Futures Markets? A Nonlinear Dynamical Analysis / Steven C. Blank -- Testing for Nonlinear Dependence in Daily Stock Indices / Thomas Willey -- The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications / James B. Ramsey, Chera L. Sayers and Philip Rothman -- International Chaos? / Murray Frank, Ramazan Gencay and Thanasis Stengos -- Some Evidence Concerning Macroeconomic Chaos / Murray Z. Frank and Thanasis Stengos -- On Nonlinear Dynamics: The Case of the Pork Cycle / Jean-Paul Chavas and Matthew T. Holt -- 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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