Chaotic analysis of US money and velocity measures

Authors
Serletis, A Andreadis, I
Citation
A. Serletis et I. Andreadis, Chaotic analysis of US money and velocity measures, INT J SYST, 31(2), 2000, pp. 161-169
Citations number
27
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE
ISSN journal
00207721 → ACNP
Volume
31
Issue
2
Year of publication
2000
Pages
161 - 169
Database
ISI
SICI code
0020-7721(200002)31:2<161:CAOUMA>2.0.ZU;2-2
Abstract
This paper uses tools from dynamical systems theory to investigate the prop erties of US money and velocity series. Comparisons are made between simple -sum, Divisia and currency equivalent aggregates (of M1, M2, M3, and L), ri sing the Anderson et al. monthly data (from January 1960 to June 1996).