Exchange rates expectations and chaotic dynamics: A replication study
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- Belaire-Franch, Jorge, 2018. "Exchange rates expectations and chaotic dynamics: A replication study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-9.
References listed on IDEAS
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More about this item
Keywords
deterministic chaos; exchange rates; expectations; Lyapunov exponents; 0-1 test;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2018-05-14 (Monetary Economics)
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