论文信息 - The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent

The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent

Abstract We examine the stability of certain Canadian macroeconomic series by looking at an algorithm due to Kurths and Herzel (1987), designed to calculate a lower bound to the largest Lyapunov exponent in a computationally easy way.

Thanasis Stengos | Murray Z. Frank

[1] Thanasis Stengos,et al. Some evidence concerning macroeconomic chaos , 1988 .

[2] W. Brock,et al. Is the business cycle characterized by deterministic chaos , 1988 .

[3] Murray Z. Frank,et al. CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES , 1988 .

[4] A. Wolf,et al. Determining Lyapunov exponents from a time series , 1985 .

[5] F. Takens. Detecting strange attractors in turbulence , 1981 .

[6] J. Kurths,et al. An attractor in a solar time series , 1987 .