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Chaos Theory in Economics: Methods, Models and Evidence (The International Library of Critical Writings in Economics series, 66) - Hardcover

 
9781858982168: Chaos Theory in Economics: Methods, Models and Evidence (The International Library of Critical Writings in Economics series, 66)

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A collection of articles written between 1987 and 1993, exploring basic aspects of research in nonlinear dynamics and economics. Section I deals with theoretical methods used in analyzing chaotic dynamics and statistical tools that detect the presence of nonlinearities in economic data. Section II discusses models currently used to simulate nonlinear economic phenomena. Section III applies the methods to economic time series, examining areas such as applications to financial markets, implications of nonlinear dynamics for financial risk management, and nonlinear dynamics in the pork cycle. No index. Annotation c. by Book News, Inc., Portland, Or.

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Edited by W. Davis Dechert, formerly Department of Economics, University of Wisconsin, US

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Dechert, W. Davis:
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