This important book presents the most important articles by leading scholars in their fields which bring together three basic aspects of research into nonlinear dynamics and economics.

The first papers deal with the theoretical methods used in analysing chaotic dynamics and the statistical tools to detect the presence of non linearities in economic data. The following articles discuss the models which are currently being used to stimulate nonlinear economic phenomena. The final papers apply these methods to a number of economic time series.

The editor has written a new introduction to accompany the piece.

About the Author

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

"About this title" may belong to another edition of this title.

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