Nonlinear dynamics in economics: a theoretical and statistical approach to agricultural markets
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Berlin ; Heidelberg ; New York ; Barcelona ; Budapest ; Hong Kong ; London ; Milan ; Paris ; Tokyo
Springer
1995
|
| Series: | Lecture notes in economics and mathematical systems
426 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IX, 155 S. graph. Darst. 24 cm |
| ISBN: | 3540593748 0387593748 |
Staff View
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| 245 | 1 | 0 | |a Nonlinear dynamics in economics |b a theoretical and statistical approach to agricultural markets |c Bärbel Finkenstädt |
| 264 | 1 | |a Berlin ; Heidelberg ; New York ; Barcelona ; Budapest ; Hong Kong ; London ; Milan ; Paris ; Tokyo |b Springer |c 1995 | |
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| 650 | 4 | |a Landwirtschaft | |
| 650 | 4 | |a Agriculture -- Economic aspects -- Statistical methods | |
| 650 | 4 | |a Produce trade -- Statistical methods | |
| 650 | 4 | |a Nonlinear mechanics | |
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Record in the Search Index
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| adam_text | Contents
1 Introduction 1
1.1 Introduction 1
1.2 The dynamics of the first order difference equations 5
1.3 Higher dimensional systems 10
1.4 What is chaos? 13
1.5 Chaos versus random noise 19
1.6 Chaos and statistics 23
2 A Nonlinear Cobweb Model 33
2.1 Introduction 33
2.2 The cobweb model 34
2.3 The model 35
2.4 Qualitative behavior 38
2.4.1 The period doubling road to chaos 39
2.4.2 Chaos in the Li/Yorke sense 46
2.4.3 Dynamic behavior in the two dimensional parameter
plane 51
2.5 Summary 54
VIII
2.6 Appendix 57
3 Are Time Series From Agricultural Markets Nonlinear?
The Case of German Prices 64
3.1 Introduction 64
3.2 The data 65
3.3 Correlation integral methods 77
3.3.1 The wing and shuffle diagnostics 83
3.3.2 The BDS test 90
3.3.3 Results of the BDS test 92
3.4 A nonlinear analysis of the time series 95
3.4.1 Some definitions 96
3.4.2 A nonlinear approach to time series modeling 97
3.4.3 Testing the linearity assumption 99
3.4.4 The effect of picking data at different time intervals . . 110
3.5 Appendix: Results of linear model fitting 119
3.5.1 Pig prices 119
3.5.2 Potato prices, sample 1 800 120
3.5.3 Egg prices 121
4 A Nearest Neighbor Approach to Forecast Nonlinear
Time Series 122
4.1 The forecasting algorithm 123
4.2 A robust test 127
4.3 A simulation study 129
4.4 Results for commodity price series 134
4.5 Summary 134
4.6 Appendix: Simulation study results 140
4.7 Results for residuals of linear models fitted to the growth rates 146
IX
5 Conclusions and Outlook 148
5.1 Summary and conclusions 148
5.2 Outlook: Modeling nonlinear time series 151
|
| any_adam_object | 1 |
| author | Finkenstädt, Bärbel |
| author_GND | (DE-588)112998070 |
| author_facet | Finkenstädt, Bärbel |
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| building | Verbundindex |
| bvnumber | BV010200777 |
| callnumber-first | H - Social Science |
| callnumber-label | HD1425 |
| callnumber-raw | HD1425.F548 1995 |
| callnumber-search | HD1425.F548 1995 |
| callnumber-sort | HD 41425 F548 41995 |
| callnumber-subject | HD - Industries, Land Use, Labor |
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| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Agrarwissenschaft Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-09T17:48:21Z |
| institution | BVB |
| isbn | 3540593748 0387593748 |
| language | English |
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| physical | IX, 155 S. graph. Darst. 24 cm |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
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| record_format | marc |
| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Finkenstädt, Bärbel Verfasser (DE-588)112998070 aut Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets Bärbel Finkenstädt Berlin ; Heidelberg ; New York ; Barcelona ; Budapest ; Hong Kong ; London ; Milan ; Paris ; Tokyo Springer 1995 IX, 155 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 426 Zugl.: Berlin, Humboldt-Univ., Diss. Landbouwprijzen gtt Niet-lineaire dynamica gtt Landwirtschaft Agriculture -- Economic aspects -- Statistical methods Produce trade -- Statistical methods Nonlinear mechanics Agrarmarkt (DE-588)4000767-4 gnd rswk-swf Nichtlineare Zeitreihe (DE-588)4304586-8 gnd rswk-swf Nichtlineare Dynamik (DE-588)4126141-0 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Agrarmarkt (DE-588)4000767-4 s Nichtlineare Zeitreihe (DE-588)4304586-8 s DE-604 Nichtlineare Dynamik (DE-588)4126141-0 s Lecture notes in economics and mathematical systems 426 (DE-604)BV000000036 426 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006779082&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Finkenstädt, Bärbel Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets Lecture notes in economics and mathematical systems Landbouwprijzen gtt Niet-lineaire dynamica gtt Landwirtschaft Agriculture -- Economic aspects -- Statistical methods Produce trade -- Statistical methods Nonlinear mechanics Agrarmarkt (DE-588)4000767-4 gnd Nichtlineare Zeitreihe (DE-588)4304586-8 gnd Nichtlineare Dynamik (DE-588)4126141-0 gnd |
| subject_GND | (DE-588)4000767-4 (DE-588)4304586-8 (DE-588)4126141-0 (DE-588)4113937-9 |
| title | Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets |
| title_auth | Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets |
| title_exact_search | Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets |
| title_full | Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets Bärbel Finkenstädt |
| title_fullStr | Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets Bärbel Finkenstädt |
| title_full_unstemmed | Nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets Bärbel Finkenstädt |
| title_short | Nonlinear dynamics in economics |
| title_sort | nonlinear dynamics in economics a theoretical and statistical approach to agricultural markets |
| title_sub | a theoretical and statistical approach to agricultural markets |
| topic | Landbouwprijzen gtt Niet-lineaire dynamica gtt Landwirtschaft Agriculture -- Economic aspects -- Statistical methods Produce trade -- Statistical methods Nonlinear mechanics Agrarmarkt (DE-588)4000767-4 gnd Nichtlineare Zeitreihe (DE-588)4304586-8 gnd Nichtlineare Dynamik (DE-588)4126141-0 gnd |
| topic_facet | Landbouwprijzen Niet-lineaire dynamica Landwirtschaft Agriculture -- Economic aspects -- Statistical methods Produce trade -- Statistical methods Nonlinear mechanics Agrarmarkt Nichtlineare Zeitreihe Nichtlineare Dynamik Hochschulschrift |
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| volume_link | (DE-604)BV000000036 |
| work_keys_str_mv | AT finkenstadtbarbel nonlineardynamicsineconomicsatheoreticalandstatisticalapproachtoagriculturalmarkets |