Expectations and chaotic dynamics: Empirical evidence on exchange rates

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 99
Issue: 1
Pages: 33-35

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper investigates the dynamic behavior of exchange rates expectations using four different currencies. The test follows developments advanced by Fernández-Rodri­guez et al. [Fernández-Rodri­guez, F., Sosvilla-Rivero, S., Andrada-Félix, J., 2005. Testing chaotic dynamics via Lyapunov exponents. Journal of Applied Econometrics, 20, 911-930.]. The evidence, however, does not favor the presence of chaotic dynamics in exchange rate expectations.

Technical Details

RePEc Handle
repec:eee:ecolet:v:99:y:2008:i:1:p:33-35
Journal Field
General
Author Count
2
Added to Database
2026-01-29