The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
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DOI: 10.1016/j.jedc.2011.11.008
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- Kohler, Karsten, 2019.
"Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles,"
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- Karsten Kohler, 2019. "Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles," Working Papers PKWP1906, Post Keynesian Economics Society (PKES).
- Zouhaier Dhifaoui, 2022. "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , vol. 11(1), pages 69-94, June.
- Giancarlo Gandolfo, 2015.
"The Tobin tax in a continuous-time non-linear dynamic model of the exchange rate,"
Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 39(6), pages 1629-1643.
- Giancarlo Gandolfo, 2012. "The Tobin Tax in a Continuous-time Non-linear Dynamic Model of the Exchange rate," ASSRU Discussion Papers 1221, ASSRU - Algorithmic Social Science Research Unit.
- Chen, Xiaoshan & MacDonald, Ronald, 2014.
"Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model,"
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2015-05, Scottish Institute for Research in Economics (SIRE).
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," Stirling Economics Discussion Papers 2014-12, University of Stirling, Division of Economics.
- Michele Gori & Giorgio Ricchiuti, 2018.
"A dynamic exchange rate model with heterogeneous agents,"
Journal of Evolutionary Economics, Springer, vol. 28(2), pages 399-415, April.
- Michele Gori & Giorgio Ricchiuti, 2014. "A Dynamic Exchange Rate Model with Heterogeneous Agents," Working Papers - Economics wp2014_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-05, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Chen, Xiaoshan & MacDonald, Ronald, 2015. "Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 20-35.
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More about this item
Keywords
Exchange rate; Chaos; Jerk equation; Continuous time econometrics;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
Statistics
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