Chaos and nonlinear dynamics: evidence from Finland
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Ramsey, James B & Sayers, Chera L & Rothman, Philip, 1990.
"The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(4), pages 991-1020, November.
- Ramsey, J.B. & Sayers, C.L. & Rothman, P., 1988. "The Statistical Properties Of Dimension Calculations Using Small Data Sets: Some Economic Applications," Papers 15, Houston - Department of Economics.
- Ramsey, James B. & Sayers, Chera L., 1988. "The Statistical Properties Of Dimension Calculations Using Small Data Sets: Some Economic Applications," Working Papers 88-10, C.V. Starr Center for Applied Economics, New York University.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Hsieh, David A, 1991. "Chaos and Nonlinear Dynamics: Application to Financial Markets," Journal of Finance, American Finance Association, vol. 46(5), pages 1839-1877, December.
- Gerard A. Pfann & Franz C. Palm, 1993.
"Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(2), pages 397-412.
- PFANN, Gerard & PALM, Franz, 1992. "Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors," LIDAM Discussion Papers CORE 1992017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- PFANN, Gerard A. & PALM, Franz C., 1993. "Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors," LIDAM Reprints CORE 1044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Frank, Murray Z & Stengos, Thanasis, 1988. "Chaotic Dynamics in Economic Time-Series," Journal of Economic Surveys, Wiley Blackwell, vol. 2(2), pages 103-133.
- A. I. McLeod & W. K. Li, 1983. "Diagnostic Checking Arma Time Series Models Using Squared‐Residual Autocorrelations," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(4), pages 269-273, July.
- Spanos,Aris, 1986. "Statistical Foundations of Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521269124.
- Friedman, Milton, 1993. "The "Plucking Model" of Business Fluctuations Revisited," Economic Inquiry, Western Economic Association International, vol. 31(2), pages 171-177, April.
- Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
- Mullineux, Andy & Peng, WenSheng, 1993. "Nonlinear Business Cycle Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 7(1), pages 41-83.
- Ramsey, James B. & Rothman, Philip, 1988. "Characterization Of The Time Irreversibility Of Economic Time Series: Estimators And Test Statistics," Working Papers 88-39, C.V. Starr Center for Applied Economics, New York University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:zbw:bofrdp:1995_009 is not listed on IDEAS
- Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Research Discussion Papers 9/1995, Bank of Finland.
- Takala, Kari & Virén, Matti, 1994. "Chaos and nonlinear dynamics : evidence from Finland," Research Discussion Papers 11/1994, Bank of Finland.
- repec:zbw:bofrdp:1994_011 is not listed on IDEAS
- Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Bank of Finland Research Discussion Papers 9/1995, Bank of Finland.
- Ignacio Olmeda & Joaquin Pérez, 1995. "Non-linear dynamics and chaos in the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 217-248, May.
- repec:zbw:bofrdp:1993_015 is not listed on IDEAS
- Takala, Kari & Viren, Matti, 1996. "Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland," European Journal of Operational Research, Elsevier, vol. 93(1), pages 155-172, August.
- Takala, Kari & Virén, Matti, 1993. "Testing nonlinearities with Finnish historical time series," Research Discussion Papers 15/1993, Bank of Finland.
- Mougoué, Mbodja & Aggarwal, Raj, 2011. "Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2690-2703, October.
- LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
- Franses,Philip Hans & Dijk,Dick van, 2000.
"Non-Linear Time Series Models in Empirical Finance,"
Cambridge Books,
Cambridge University Press, number 9780521779654, October.
- Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415.
- Castle, Jennifer L. & Hendry, David F., 2010.
"A low-dimension portmanteau test for non-linearity,"
Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
- Jennifer Castle & David Hendry, 2010. "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers 471, University of Oxford, Department of Economics.
- Francisco Estrada & Víctor Guerrero & Carlos Gay-García & Benjamín Martínez-López, 2013. "A cautionary note on automated statistical downscaling methods for climate change," Climatic Change, Springer, vol. 120(1), pages 263-276, September.
- Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
- Takala, Kari & Virén, Matti, 1993. "Testing nonlinearities with Finnish historical time series," Bank of Finland Research Discussion Papers 15/1993, Bank of Finland.
- Sofie Balcaen & Sophie Manigart & Hubert Ooghe, 2011.
"From distress to exit: determinants of the time to exit,"
Journal of Evolutionary Economics, Springer, vol. 21(3), pages 407-446, August.
- Balcaen, S. & Manigart, S. & Ooghe, H., 2009. "From Distress to exit: determinants of the time to exit," Vlerick Leuven Gent Management School Working Paper Series 2009-12, Vlerick Leuven Gent Management School.
- S. Balcaen & S. Manigart & H. Ooghe, 2009. "From distress to exit: determinants of the time to exit," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/588, Ghent University, Faculty of Economics and Business Administration.
- Chia-Ying Chan & Iftekhar Hasan & Chih-Yung Lin, 2021. "Agency cost of CEO perquisites in bank loan contracts," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1221-1258, May.
- Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel‐Kerjan, 2020.
"Firms’ Management of Infrequent Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1329-1359, September.
- Benjamin L. Collier & Andrew F. Haughwout & Howard C. Kunreuther & Erwann O. Michel-Kerjan & Michael A. Stewart, 2016. "Firms’ Management of Infrequent Shocks," NBER Working Papers 22612, National Bureau of Economic Research, Inc.
- Giau Bui, Dien & Chen, Yehning & Lin, Chih-Yung & Lin, Tse-Chun, 2021. "Risk-taking of bank CEOs and corporate innovation," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Santiago Lago-Penas, 2006.
"Capital grants and regional public investment in Spain: fungibility of aid or crowding-in effect?,"
Applied Economics, Taylor & Francis Journals, vol. 38(15), pages 1737-1747.
- Santiago Lago-Penas, "undated". "Capital Grants and Regional Public Investment in Spain: Fungibility of Aid or Crowding-in Effect?," Studies on the Spanish Economy 162, FEDEA.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- Michael Pfaffermayr & Matthias Stöckl & Hannes Winner, 2013.
"Capital Structure, Corporate Taxation and Firm Age,"
Fiscal Studies, Institute for Fiscal Studies, vol. 34(1), pages 109-135, March.
- Michael Pfaffermayr & Matthias Stöckl & Hannes Winner, "undated". "Capital Structure, Corporate Taxation and Firm Age," Working Papers 2008-09, Faculty of Economics and Statistics, Universität Innsbruck.
- Michael Pfaffermayr & Matthias Stöckl & Hannes Winner, 2012. "Capital Structure, Corporate Taxation and Firm Age," WIFO Working Papers 424, WIFO.
- Michael Pfaffermayr & Matthias Stöckl & Hannes Winner, 2008. "Capital Structure, Corporate Taxation and Firm Age," Working Papers 0829, Oxford University Centre for Business Taxation.
- Pfaffermayr, Michael & Stoeckl, Matthias & Winner, Hannes, 2009. "Capital structure, corporate taxation and firm age," Working Papers in Economics 2009-4, University of Salzburg.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:bofrdp:rdp1994_011. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/bofgvfi.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.