Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
We take advantage of recent advances in quantitative financial history and new chaos detection tools to test for chaos in long-maturity real interest rates (over the past 700 years), for France, Germany, Holland, Italy, Japan, Spain, the United Kingdom, and the United States. We find that the real interest rates of France, Germany, Holland, the United Kingdom, and the United States are stochastic, but those of Italy, Japan, and Spain are chaotic.