| Reference: | 林和 譯(1991)混沌:不測風雲的背後，天下文化
Ashley, R. and Patterson, D. (1985) " Linear Versus Nonlinear Macroeconomies: A Statistical Test." Economics Department Working Paper No.85-12-01,
Virginia polytechnic Institute.
Ashley, R. and Patterson, D. (1989) " Linear Versus Nonlinear Macroeconomies: A Statistical Test." International Economic Review Vol.30 ,No.3. pp.685-704.
Bala, V. & Majumdar, M. (1990) "Chaos in the Discrete-Time Tatonnement Process" Working Paper #431 , Cornell University.
Barnett, W. & Chen, P. (1987)"The Aggregation-theoretic Monetary Aggregates are Chaotic and have Strange Attractors" in Barnett, Berndt & White eds. Dynamic Econometric Modelling, Cambridge University Press.
Barnett, W. & Choi, S. (1988) "A Comparison Between the Convensional Econometric Approach to Structural Inference and the Nonparametric Chaotic Attractor Approach." In Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity, Proceedings of the Fourth International Symposium in Economic Theory
and Econometrics, W. Barnett, J. Gewekw, and K. Shell, Eds. Cambridge: Cambridge Univ. Press.
Brock, W., Dechert, W. & Scheinkman, J.(1987) "A Test for Independence Based on the Correlation Dimension." Department of Economics, Univ. of Wisconsin-Madison, Univ. of Houston, and Univ. of Chicago.
Brock, W. & Sayers, C. (1988) "Is the Business Cycle Characterized by Deterministic Chaos", JL. of Monetary Economics, 22, pp.71-90.
Brock, W. & Beak, E.(1991) "Some Theory of Statistical Inference for Nonlinear Science" Review of Economic Studies, 58, pp.697-716.
Chen, P. (1988) "Empirical and Theoretical Evidence of Economic Chaos" , System Dynamics Review, Vol. 4, pp.81-108.
Day, Richard (1982) "Irregular Growth Cycles" The American Economic Review, vol.72, No.3, pp.406-14.
Day, R. & Lin, T. (1991) "An Adaptive Neoclassical Models of Growth Fluctuations" In Dimitri ed., Alternative Approaches to Macroeconomics , Oxford University Press.
Diebold, F. & Rudebusch, G. (1991) "Is Consumptions too Smooth ? Long Memory and the Deaton Paradox" The Reviews of Economics and Statistics, 1, PP.1-9.
Eckmann, J. & Ruelle, D. (1985) "Ergodic Theory of Chaos and Strange Attractors", Reviews of Modern Physics, 57, pp.617-56.
Eckmann, J., Kamphorst, S., Ruelle, D. & Giliberto, S. (1986) "Lyapunov Exponent for Time Series." Physical Review A, vol.34, pp.4971-9.
Gabisch & Lorenz (1989) Business Cycle Theory Springer-Verlag.
George, .Donald (1988) Mathematical Modelling .for Economists, Macmillan Press, London.
Gershenfeld, N. (1988) "An Experimentalist`s Introduction to the Observation of Dynamical
Systems" in Direction in Chaos,vol.2, ed. by Hao Bai-Lin, pp.310 - 84.
Goodwin, R. (1951) "The Nonlinear Accelerator and the Persistence of Business Cycles", Econometrica , 19:1, pp.78-92.
Grandmont, J.M. (1985) "On Endogenous Competitive Business Cycle" Econometrica, pp.995-1045.
Grassberger, P. & Procaccia, I. (1983) "Estimation of the Kol" mogorov Entropy from a Chaotic Signal", Physical Review A,vol.28, pp.2591-3
Hicks, J. (1950) A Contribution to the Theory of the Trade Cycle, Oxford: Oxford University Press
Hsieh, D. & LeBaron, B. (1988) "Finite Sample Properties of the BDS statistic I : Distribution under the Null Hypothesis." Gradute School of Business aand Department of Economics. The University of Chicago.
Raldor, N. (1940) "A Model of the Trade Cycle" Economic Journal, 50:1, pp.78-92
Liu, T., ·Granger, C. & Heller, W. (1991) "Using the Correlation Exponent to Decide if an Economic Series Is Chaotic" Discusion Paper #91-21,Dept. of Economics U. of California
Lorenz, Hans - Walter (1987) "Strange Attractors in a Multisector Business Cycle Model." Journal of Economic Behavior and Organization 8, pp.397-411.
Medio, A.(1991) "Continuous - time Models of Choas in Economics" Journal of Economic Behavior and Organization 16, pp.115 - 151.
Nickell, S. & Wadhwani, S. (1990) "Insider Forces and Wage Determination" The Economic Journal, 100, pp.496-509.
Ohno, K.(1990) "Exchange Rate Fluctuation, Pass-Through ,and Market Share" International Monetary Fund, vol. 37, No.2, pp.294-310.
Ott . E. (1981) "Strange Attractors and Chaotic Motions of Dynamical Systems" , Reviews of Modern Physics 53: pp.655-71.
Ruelle, O. & Takens, F. (1971) On the Nature of Turbulence, Communications in Math . Physics, 20, pp.167- 92.
Scheinkman (1990) "Nonlinearity in Economic Dynamics" Economic Journal, 100, pp.33 - 48.
Schuster, H. (1984) Deterministic Chaos, Physik- Verlag. Takens, F . (1981) Lecture Notes on Math. 898, Springer , Heidelberg- New York.
Varian,. H. (1979) "Catastrophe Theory and Business Cycle" Economic Inquiry, pp.14 - 28.
Wolf, A., Swift, J., Swinney, H. & Vastano, J . (1985) "Determining Lyapunov Exponents From A Time Series", Physica, 16D, pp.285 – 317. |
