{"product_id":"nonlinear-dynamics-and-economics-proceedings-of-the-tenth-international-symposium-in-economic-theory-and-econometrics-hardback-9780521471411","title":"Nonlinear Dynamics and Economics; Proceedings of the Tenth International Symposium in Economic Theory and Econometrics (Hardback) 9780521471411","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eNonlinear Dynamics and Economics\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eProceedings of the Tenth International Symposium in Economic Theory and Econometrics\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eThis 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eWilliam A. Barnett (Author), Alan P. Kirman (Author), Mark Salmon (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780521471411, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 28 October 1996\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e422 pages, 138 b\/w illus.  64 tables\u003cbr\u003e23.6 x 16.2 x 2.8 cm, 0.77 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'… this is an excellent collection of articles, and should be of great interest to both economic theorists and econometricians with an interest in non-linearity and chaos.' Robert Taylor, The Economic Journal\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eNonlinear Dynamics and Economics, first published in 1997, presents developments in nonlinear economic dynamics along with related research from associated fields, including mathematics, statistics, biology, and physics. Specific areas covered include instability in economic theory, nonlinearity in financial markets, tests for nonlinearity and chaos, frequency domain methods, nonlinear business cycles, and nonlinear prediction and forecasting. This volume comprises the tenth in the International Symposia in Economic Theory and Econometrics series under the general editorship of William Barnett. This proceedings volume includes revisions of the most important papers presented at a conference held at the European University Institute in Florence on July 6-17, 1992, along with revisions of the related, invited papers presented at the annual meetings of the American Statistical Association held in San Francisco on August 8-12, 1993.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePart I. Instability in Economic Theory: 1. Chaotic dynamics in overlapping generations models with production Alfredo Medio and Giorgio Negroni\u003cbr\u003e 2. 'Evolutionary chaos': growth fluctuations in a Schumpeterian model of creative destruction Gerald Silverberg and Doris Lehnert\u003cbr\u003e Part II. Nonlinearity in Financial Markets: 3. On the detection of nonlinearity in foreign exchange data Mark Salmon and Paolo Guarda\u003cbr\u003e 4. Chaos and nonlinear dynamics in future markets Apostolos Serletis and Paul Dormaar\u003cbr\u003e 5. Continuous-time chaos in stock market dynamics Kehong Wen\u003cbr\u003e Part III. Tests for Nonlinearity and Chaos: 6. An experimental design to compare tests of nonlinearity and chaos William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Jochen Jungeilges, Daniel Kaplan, and Mark J. Jensen\u003cbr\u003e 7. Testing time series for nonlinearities: the BDS approach W. D. Dechert\u003cbr\u003e 8. Searching for non-linearity in mean and variance Ted Jaditz and Chera Sayers\u003cbr\u003e 9. Operational characteristics of White's test for neglected nonlinearities J. A. Jungeilges\u003cbr\u003e 10. On time series, stochastic and chaotic Thomas J. Taylor\u003cbr\u003e 11. Linearity testing and nonlinear modelling of economic time series Timo Teräsvirta\u003cbr\u003e Part IV. Frequency Domain Methods and Nonlinear Business Cycles: 12. On the importance of being nonlinear: a frequency-domain approach to nonlinear model identification and estimation Richard Ashley and Douglas Patterson\u003cbr\u003e 13. Trends, shocks, persistent cycles in evolving economy: business cycle measurement in time-frequency representation Ping Chen\u003cbr\u003e 14. International evidence of business cycle nonlinearity Philip Rothman\u003cbr\u003e Part V. Nonlinear Prediction and Forecasting: 15. Local Lyapunov exponents: predictability depends on where you are Barbara A. Bailey\u003cbr\u003e 16. Forecasting realignments: the case of the French franc in the ERM Bruce Mizrach\u003cbr\u003e 17. Daily returns in international stock markets: predictability, nonlinearity, and transaction costs Steve Satchell and Allan Timmermann\u003cbr\u003e 18. Nonparametric forecasts of gold rates of return Thanasis Stengos.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Econometrics [\u003ca title=\"See our other books on Econometrics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Econometrics%20%5BKCH%5D%22\"\u003eKCH\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46007635116312,"sku":"9780521471411","price":71.48,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780521471411i_4803b808-3414-491a-93fb-c266aa1b2239.jpg?v=1691382758","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/nonlinear-dynamics-and-economics-proceedings-of-the-tenth-international-symposium-in-economic-theory-and-econometrics-hardback-9780521471411","provider":"Freshly Printed Books","version":"1.0","type":"link"}