Chaotic time series analysis in economics: Balance and perspectives
- Dipartimento di Scienze Economiche e Statistiche, Università di Salerno, Fisciano 84084 (Italy)
The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area.
- OSTI ID:
- 22405043
- Journal Information:
- Chaos (Woodbury, N. Y.), Vol. 24, Issue 4; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 1054-1500
- Country of Publication:
- United States
- Language:
- English
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