The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent-Reference-Cited by-同舟云学术

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The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent

Published:1988-01 Issue:1 Volume:27 Page:11-14
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Frank Murray,Stengos Thanasis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. The aggregation — Theoretic monetary aggregates are chaotic and have strange attractors;Barnett,1986

2. Is the business cycle characterized by deterministic chaos?;Brock,1986

3. Competitive chaos;Deneckere;Journal of Economic Theory,1986

4. Some evidence concerning macroeconomic chaos;Frank,1987

5. Frank, M. and T. Stengos, n.d., Chaotic dynamics in economic time-series, Journal of Economic Surveys, forthcoming.

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