IS THE BUSINESS-CYCLE CHARACTERIZED BY DETERMINISTIC CHAOS

被引:190
作者
BROCK, WA [1 ]
SAYERS, CL [1 ]
机构
[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
关键词
D O I
10.1016/0304-3932(88)90170-5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:71 / 90
页数:20
相关论文
共 40 条
[1]  
ASHLEY R, 1987, LINEAR VERSUS NONLIN
[2]  
Ashley R., 1986, J TIME SER ANAL, V7, P165, DOI [10.1111/j.1467-9892.1986.tb00500.x, DOI 10.1111/J.1467-9892.1986.TB00500.X]
[3]  
BARNETT W, 1987, DYNAMIC ECONOMETRIC
[4]   RATIONAL CHOICE AND ERRATIC BEHAVIOR [J].
BENHABIB, J ;
DAY, RH .
REVIEW OF ECONOMIC STUDIES, 1981, 48 (03) :459-471
[5]   SOME ASYMPTOTIC THEORY FOR THE BOOTSTRAP [J].
BICKEL, PJ ;
FREEDMAN, DA .
ANNALS OF STATISTICS, 1981, 9 (06) :1196-1217
[6]  
BLACK F, 1982, NBER950 WORK PAP
[7]  
Box G. E. P., 1976, TIME SERIES ANAL FOR
[8]   DISTINGUISHING RANDOM AND DETERMINISTIC SYSTEMS - ABRIDGED VERSION [J].
BROCK, WA .
JOURNAL OF ECONOMIC THEORY, 1986, 40 (01) :168-195
[9]  
BROCK WA, 1987, SSRI8702 U WISC DEP
[10]  
BROCK WA, 1987, DYNAMIC ECONOMETRIC