Artikel
Exchange rates expectations and chaotic dynamics: A replication study
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: Empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not supportive of chaos in exchange rates expectations, although the so-called 0-1 test strongly supports the chaos hypothesis.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Economics: The Open-Access, Open-Assessment E-Journal ; ISSN: 1864-6042 ; Volume: 12 ; Year: 2018 ; Issue: 2018-37 ; Pages: 1-9 ; Kiel: Kiel Institute for the World Economy (IfW)
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Statistical Simulation Methods: General
- Thema
-
deterministic chaos
exchange rates
expectations
Lyapunov exponents
0-1 test
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Belaire-Franch, Jorge
- Ereignis
-
Veröffentlichung
- (wer)
-
Kiel Institute for the World Economy (IfW)
- (wo)
-
Kiel
- (wann)
-
2018
- DOI
-
doi:10.5018/economics-ejournal.ja.2018-37
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Belaire-Franch, Jorge
- Kiel Institute for the World Economy (IfW)
Entstanden
- 2018
Ähnliche Objekte (12)
Exchange rates expectations and chaotic dynamics: A replication study
Exchange rates expectations and chaotic dynamics : A replication study
The Euro/Dollar exchange rate: Chaotic or non-chaotic?
Dynamics of chaotic strings
Chaotic Neural Circuit Dynamics
Regular and chaotic dynamics
Heterogeneous expectations, exchange rate dynamics and predictability
Exchange rate dynamics, expectations, and monetary policy
Heterogeneous expectations, exchange rate dynamics and predictability
Exchange rate dynamics, expectations, and monetary policy
Nonlinear dynamics : non-integrable systems and chaotic dynamics
Analysis of Chaotic Dynamics - 1. Spacemodel
Exchange rates expectations and chaotic dynamics: A replication study
Exchange rates expectations and chaotic dynamics : A replication study
The Euro/Dollar exchange rate: Chaotic or non-chaotic?
Dynamics of chaotic strings
Chaotic Neural Circuit Dynamics
Regular and chaotic dynamics
Heterogeneous expectations, exchange rate dynamics and predictability
Exchange rate dynamics, expectations, and monetary policy
Heterogeneous expectations, exchange rate dynamics and predictability
Exchange rate dynamics, expectations, and monetary policy
Nonlinear dynamics : non-integrable systems and chaotic dynamics
Analysis of Chaotic Dynamics - 1. Spacemodel
Exchange rates expectations and chaotic dynamics: A replication study
Exchange rates expectations and chaotic dynamics : A replication study
The Euro/Dollar exchange rate: Chaotic or non-chaotic?
Dynamics of chaotic strings
Chaotic Neural Circuit Dynamics
Regular and chaotic dynamics
Heterogeneous expectations, exchange rate dynamics and predictability
Exchange rate dynamics, expectations, and monetary policy
Heterogeneous expectations, exchange rate dynamics and predictability
Exchange rate dynamics, expectations, and monetary policy
Nonlinear dynamics : non-integrable systems and chaotic dynamics