1. Synchronization of endogenous business cycles. (2025). Pangallo, Marco.
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2. Chaotic dynamics in an overlapping generations model: Forecasting and regularization. (2025). Kuznetsov, Nikolay V ; Alexeeva, Tatyana A ; Zelinka, Ivan ; Mokaev, Timur N.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:196:y:2025:i:c:s0960077925003844.

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3. Variance of entropy for testing time-varying regimes with an application to meme stocks. (2024). Mazzarisi, Piero ; Shternshis, Andrey.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:47:y:2024:i:1:d:10.1007_s10203-023-00427-9.

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4. Synchronization of endogenous business cycles. (2024). Pangallo, Marco.
   In: Papers.
   RePEc:arx:papers:2002.06555.

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5. Synchronization of endogenous business cycles. (2023). Pangallo, Marco.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2023/01.

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6. Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis. (2023). Serletis, Apostolos ; Karakasidis, Theodoros E ; Andreadis, Ioannis ; Fragkou, Athanasios D.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00419-5.

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7. Chaos in long-maturity real rates. (2023). Serletis, Apostolos ; Islam, M M ; He, Mingyu.
   In: Economics Letters.
   RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000642.

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8. Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets. (2022). Dhifaoui, Zouhaier.
   In: South Asian Journal of Macroeconomics and Public Finance.
   RePEc:sae:smppub:v:11:y:2022:i:1:p:69-94.

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9. Does the Real Business Cycle Help Forecast the Financial Cycle?. (2022). JAWADI, Fredj ; Bigou, Stephanie ; ben Ameur, Hachmi ; Flageollet, Alexis.
   In: Computational Economics.
   RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10193-8.

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10. Testing for explosivity in US-Pak Exchange Rate via Sequential ADF Procedures. (2021). Bashir, Uzma ; Ahmed, Mumtaz ; Ullah, Irfan.
    In: MPRA Paper.
    RePEc:pra:mprapa:109607.

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11. Nonlinearities and Chaos: A New Analysis of CEE Stock Markets. (2021). Tiwari, Aviral ; Kyophilavong, Phouphet ; Albulescu, Claudiu.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:7:p:707-:d:523814.

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12. Modelling stock market data in China: Crisis and Coronavirus. (2021). Gil-Alana, Luis ; Chen, Zhongfei ; Wanke, Peter ; Cristofaro, Lorenzo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316792.

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13. Large portfolio losses in a turbulent market. (2021). Tong, Zhiwei ; Yang, Yang ; Tang, Qihe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:292:y:2021:i:2:p:755-769.

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14. Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents. (2021). Mokaev, Timur N ; Alexeeva, Tatyana A ; Kuznetsov, Nikolay V.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007190.

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15. Dynamics of the Shapovalov Mid-Size Firm Model. (2020). Barnett, William ; Mokaev, Timur N ; Alexeeva, Tatyana A ; Kuznetsov, Nikolay V.
    In: MPRA Paper.
    RePEc:pra:mprapa:99479.

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16. Dynamics of the Shapovalov mid-size firm model. (2020). Barnett, William ; Mokaev, Timur N ; Alexeeva, Tatyana A ; Kuznetsov, Nikolay V.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202007.

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17. Dynamics of the Shapovalov mid-size firm model. (2020). Barnett, William ; Mokaev, Timur N ; Alexeeva, Tatyana A ; Kuznetsov, Nikolay V.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306354.

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18. Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control. (2019). Hartwell, Christopher.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:163:y:2019:i:c:p:532-550.

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19. Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios. (2018). Krieger, Patrick ; Wellner, Kristin ; Lausberg, Carsten.
    In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research).
    RePEc:spr:gjorer:v:4:y:2018:i:1:d:10.1365_s41056-019-0026-8.

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20. TESTING FOR NONLINEARITY IN UNEMPLOYMENT RATES VIA DELAY VECTOR VARIANCE. (2015). Caraiani, Petre.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2015:i:1:p:81-92.

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21. Evidence of multifractality from CEE exchange rates against Euro. (2015). Haven, Emmanuel ; Caraiani, Petre.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:419:y:2015:i:c:p:395-407.

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22. Forecasting Agricultural Production: A Chaotic Dynamic Approach. (2015). KILICASLAN, YILMAZ ; Uslu, Nilgun Caglairmak ; Alptekin, Nesrin ; Ergen, Mehmet ; Demir, Bunyamin.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:1:y:2015:i:1:p:65-80.

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23. International Equity Diversification Between the United States and Brics Countries. (2014). Chang, Tsangyao ; Zhong, Ming ; Tzeng, Han-Wen.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2014:i:1:p:123-138.

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24. Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Chang, Tsangyao ; Aye, Goodness C..
    In: Working Papers.
    RePEc:ipg:wpaper:2014-462.

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25. What drives the nonlinearity of time series: A frequency perspective. (2014). Caraiani, Petre.
    In: Economics Letters.
    RePEc:eee:ecolet:v:125:y:2014:i:1:p:40-42.

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26. Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets. (2013). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:49921.

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27. Testing for nonlinearity and chaos in economic time series with noise titration. (2013). Caraiani, Petre.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:2:p:192-194.

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28. Evidence of Multifractality from Emerging European Stock Markets. (2012). Caraiani, Petre.
    In: PLOS ONE.
    RePEc:plo:pone00:0040693.

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29. A metric and topological analysis of determinism in the crude oil spot market. (2012). Chakraborty, Atreya ; Barkoulas, John ; Ouandlous, Arav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:584-591.

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30. Nonlinear dynamics in CEE stock markets indices. (2012). Caraiani, Petre.
    In: Economics Letters.
    RePEc:eee:ecolet:v:114:y:2012:i:3:p:329-331.

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31. A search for long‐range dependence and chaotic structure in Indian stock market. (2011). Bhanumurthy, N R ; Sehgal, Sanjay ; Mishra, Ritesh Kumar.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:20:y:2011:i:2:p:96-104.

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32. Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa.
    In: Working papers.
    RePEc:tur:wpaper:25.

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33. A search for long-range dependence and chaotic structure in Indian stock market. (2011). Bhanumurthy, N R ; Mishra, Ritesh ; Sehgal, Sanjay.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:20:y:2011:i:2:p:96-104.

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34. Recurrence quantification analysis of global stock markets. (2011). Caiado, Jorge ; Bastos, João.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:7:p:1315-1325.

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35. Forecasting gas component prices with multivariate structural time series models. (2010). Westgaard, Sjur ; Myklebust, Jogeir ; Tomasgard, Asgeir.
    In: OPEC Energy Review.
    RePEc:bla:opecrv:v:34:y:2010:i:2:p:82-106.

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36. Economic Dynamics: Theory and Computation. (2009). Stachurski, John.
    In: MIT Press Books.
    RePEc:mtp:titles:0262012774.

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37. Energy sector pricing: On the role of neglected nonlinearity. (2009). Serletis, Apostolos ; Malliaris, Anastasios ; KYRTSOU, Catherine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:3:p:492-502.

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38. Is There Any International Diversification Benefits in ASEAN Stock Markets?. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08f30074.

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39. Financial Integration of North Africa Stock Markets. (2009). Onour, Ibrahim.
    In: API-Working Paper Series.
    RePEc:api:apiwps:0908.

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40. Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests. (2008). Liu, Wen-Chi ; Chang, Tsangyao.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2008:i:34:p:1-12.

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41. Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests. (2008). Chang, Tsangyao ; Liu, Wen-Chi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c30021.

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42. Rational bubbles in the US stock market? Further evidence from a nonparametric cointegration test. (2007). Chang, Tsangyao ; Nieh, Chien-Chung ; Chiu, Chi-Chen .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:14:y:2007:i:7:p:517-521.

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43. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Working Paper series.
    RePEc:rim:rimwps:06_07.

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44. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). .
    In: Working Paper series.
    RePEc:rim:rimwps:06-07.

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45. Routes to chaos in macroeconomic theory. (2007). .
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:33:y:2007:i:6:p:437-468.

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46. Detecting signatures of stochastic self-organization in US money and velocity measures. (2007). Serletis, Apostolos ; Uritskaya, Olga Y..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:385:y:2007:i:1:p:281-291.

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47. Episodic nonlinearity and nonstationarity in Albertas power and natural gas markets. (2007). Serletis, Apostolos ; Czamanski, Daniel ; Dormaar, Paul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:29:y:2007:i:1:p:94-104.

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48. Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States. (2007). Shahmoradi, Asghar ; Serletis, Apostolos.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:33:y:2007:i:5:p:1437-1444.

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49. Stock Prices and Dividends in Taiwans Stock Market: Evidence Based on Time-Varying Present Value Model. (2007). Chen, Yahn-Shir ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2007:i:4:p:1-12.

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50. Stock Prices and Dividends in Taiwans Stock Market: Evidence Based on Time-Varying Present Value Model. (2007). Chen, Yahn-Shir ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07g10003.

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51. Testing for Nonlinear Structure and Chaos in Economic Time. A Comment.. (2006). Hommes, Cars ; Manzan, Sebastiano.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060030.

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52. Routes to chaos in macroeconomic theory. (2006). .
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:33:y:2006:i:6:p:437-468.

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53. Routes to chaos in macroeconomic theory. (2006). Gomes, Orlando.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:01443580610710406.

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54. On the martingale property of economic and financial instruments. (2006). Firoozi, Fathali.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:1:p:87-96.

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55. Chaotic monetary dynamics with confidence. (2006). Shintani, Mototsugu ; Serletis, Apostolos.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:28:y:2006:i:1:p:228-252.

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56. Univariate tests for nonlinear structure. (2006). Serletis, Apostolos ; KYRTSOU, Catherine.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:28:y:2006:i:1:p:154-168.

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57. Complex economic dynamics: Chaotic saddle, crisis and intermittency. (2006). Rempel, Erico L ; Rogers, Colin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:29:y:2006:i:5:p:1194-1218.

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58. Gains from Synchronization. (2005). Dalkır, Mehmet ; Barnett, William ; Dalkir, Mehmet.
    In: International Trade.
    RePEc:wpa:wuwpit:0504004.

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59. Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange. (2005). Panagiotidis, Theodore ; Chappell, David.
    In: Econometrics.
    RePEc:wpa:wuwpem:0504005.

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60. Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?. (2005). Vandrovych, Vitaliy.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:234.

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61. Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests.. (2005). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2005_8.

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62. Gains from Synchronization. (2005). Dalkır, Mehmet ; Barnett, William ; Dalkir, Mehmet.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200511.

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63. Exchange rate dynamics, central bank interventions and chaos control methods. (2005). Westerhoff, Frank ; Wieland, Cristian.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:58:y:2005:i:1:p:117-132.

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64. Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test. (2005). Chang, Tsangyao ; Chu, Hsiao-Ping ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2005:i:41:p:1-9.

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65. Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment. (2005). Hommes, Cars ; Manzan, S..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-14.

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66. Using the Correlation Dimension to Detect non-linear dynamics. (2004). Panagiotidis, Theodore ; Chappell, David.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2004_17.

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67. Long-horizon regression tests of the theory of purchasing power parity. (2004). Serletis, Apostolos ; Gogas, Periklis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:8:p:1961-1985.

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68. Random fractal structures in North American energy markets. (2004). Serletis, Apostolos ; Andreadis, Ioannis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:26:y:2004:i:3:p:389-399.

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69. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test. (2003). Liew, Venus.
    In: International Finance.
    RePEc:wpa:wuwpif:0308001.

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70. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
    RePEc:wpa:wuwpfi:0308003.

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71. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
    RePEc:wpa:wuwpfi:0308002.

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72. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets. (2003). Liew, Venus ; Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Azali, M..
    In: Finance.
    RePEc:wpa:wuwpfi:0308001.

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73. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
    RePEc:wpa:wuwpfi:0307013.

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74. Determinism in Financial Time Series. (2003). Tse, Chi ; Small, Michael.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:7:y:2003:i:3:n:5.

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