Browsing by Subject "Nonlinear dynamics"
Now showing items 1-3 of 3
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A complex systems approach to financial market analysis: Nonlinearity, regime shifts and early warning indicators
(2017-08-16)The history of financial markets over the past century points to the stylised fact that markets build up to a peak and then crash. Many of the standard methods for risk estimation and modelling of financial time series ... -
An examination of the interactions between the real and financial economy
(2015-10-15)The primary aim of this thesis is to critically examine the interactions between the real and financial economy, particularly in the context of financialisation, and its implications for the transmission of monetary policy. ... -
Morishima's Nonlinear Model of the Cycle: Simplifications and Generalizations
(National University of Ireland, Galway, 2005)Michio Morishima's nonlinear model of the trade cycle (Morishima, 1958) is simplified and generalized to show, by means of the Andronov-Hopf bifurcation theorem, the existence of a periodic orbit. In addition, an attempt ...