Essays in Nonlinear Economic Dynamics

Authors	S. Manzan
Supervisors	C.H. Hommes
Award date	06-06-2003
ISBN	9051707118 9789051707113
Number of pages	118
Publisher	Amsterdam: Thela Thesis
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam - FEE
Downloads	Thesis Cover Titlepage Acknowledgements Contents Chapter 1 Introduction Chapter 2 Testing for Independence and Linearity Chapter 3 Model Selection in Nonparametric Regression Chapter 4 Exchange Rate Dynamics and Unpredictability Chapter 5 Nonlinear Mean Reversion in Stock Prices Chapter 6 Mean Reversion, Bubbles and Beliefs Heterogeneity in Stock Prices Chapter 7 Summary References Samenvatting (Summary in Dutch) Riassunto (Summary in Italian) Cover
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