The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent

Murray Frank; Thanasis Stengos

doi:10.1016/0165-1765(88)90211-X

The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent

Murray Frank, Thanasis Stengos

Finance

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7 Scopus citations

Abstract

We examine the stability of certain Canadian macroeconomic series by looking at an algorithm due to Kurths and Herzel (1987), designed to calculate a lower bound to the largest Lyapunov exponent in a computationally easy way.

Original language	English (US)
Pages (from-to)	11-14
Number of pages	4
Journal	Economics Letters
Volume	27
Issue number	1
DOIs	https://doi.org/10.1016/0165-1765(88)90211-X
State	Published - 1988

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abstract = "We examine the stability of certain Canadian macroeconomic series by looking at an algorithm due to Kurths and Herzel (1987), designed to calculate a lower bound to the largest Lyapunov exponent in a computationally easy way.",

author = "Murray Frank and Thanasis Stengos",

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The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent

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