Testing for Chaos and Nonlinear Dynamics in Cattle Prices

Nowrouz Kohzadi, Milton S. Boyd

Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie · 1995 · 21 citations · 26 references

Concepts

Abstract

This study tests for the presence of chaos and nonlinear dynamics in monthly cattle prices for the period 1922–90. The Grassberger and Procaccia, BDS and Hurst Exponent tests show evidence of chaos and nonlinear dynamics for the above period.

References

26