Search results for "0-1 test"

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Exchange rates expectations and chaotic dynamics: a replication study

2018

Abstract In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not supportive of chaos in exchange rates expectations, although the so-called 0–1 test strongly supports the chaos hypothesis.

ChaoticSocial SciencesLyapunov exponent01 natural sciencesexchange rates010305 fluids & plasmassymbols.namesakeH0502 economics and business0103 physical sciencesReplication (statistics)ddc:330Statistical physicsC15050207 economicsEmpirical evidenceHB71-74MathematicsC120-1 testdeterministic chaos05 social sciencesDynamics (mechanics)Lyapunov exponentsNonlinear Sciences::Chaotic DynamicsEconomics as a sciencesymbolsGeneral Economics Econometrics and Financeexpectations

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