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Title: Chaotic time series analysis in economics: Balance and perspectives

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.
Authors:
 [1]
  1. Dipartimento di Scienze Economiche e Statistiche, Università di Salerno, Fisciano 84084 (Italy)
Publication Date:
OSTI Identifier:
22405043
Resource Type:
Journal Article
Resource Relation:
Journal Name: Chaos (Woodbury, N. Y.); Journal Volume: 24; Journal Issue: 4; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; CHAOS THEORY; ECONOMICS; FINANCIAL DATA; NONLINEAR PROBLEMS; REVIEWS; TIME-SERIES ANALYSIS