Expectations and chaotic dynamics: empirical evidence on exchange rates

DOI10.1016/J.ECONLET.2007.05.023zbMath1255.91241OpenAlexW2088399879MaRDI QIDQ1934705

Marcelo Resende, Rodrigo M. Zeidan

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.05.023

zbMATH Keywords

expectationsdeterministic chaosLyapunov exponentexchange rates

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems in optimization and economics (37N40) Economic dynamics (91B55)

Related Items (1)

The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs

Cites Work

• Determining Lyapunov exponents from a time series
• Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
• An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
• Chaotic exchange rate dynamics redux
• A practical method for calculating largest Lyapunov exponents from small data sets

This page was built for publication: Expectations and chaotic dynamics: empirical evidence on exchange rates