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Chaos und sensitive Abhängigkeit in ökonomischen Prozessen

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Stahlecker, P., Schmidt, K. Chaos und sensitive Abhängigkeit in ökonomischen Prozessen. Journal of Contextual Economics – Schmollers Jahrbuch, 111(2), 187-206. https://doi.org/10.3790/schm.111.2.187
Stahlecker, Peter and Schmidt, Karsten "Chaos und sensitive Abhängigkeit in ökonomischen Prozessen" Journal of Contextual Economics – Schmollers Jahrbuch 111.2, 1991, 187-206. https://doi.org/10.3790/schm.111.2.187
Stahlecker, Peter/Schmidt, Karsten (1991): Chaos und sensitive Abhängigkeit in ökonomischen Prozessen, in: Journal of Contextual Economics – Schmollers Jahrbuch, vol. 111, iss. 2, 187-206, [online] https://doi.org/10.3790/schm.111.2.187

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Chaos und sensitive Abhängigkeit in ökonomischen Prozessen

Stahlecker, Peter | Schmidt, Karsten

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 111 (1991), Iss. 2 : pp. 187–206

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Article Details

Stahlecker, Peter

Schmidt, Karsten

Abstract

Sensitive dependence on initial conditions is a major characteristic of chaotic systems. This article provides an introduction to the concept of Lyapunov exponents, which characterize the behavior of a dynamic process by measuring its degree of sensitive dependence. If the largest Lyapunov exponent is positive, the system is called chaotic. Provided that an economic model can be expressed explicitly as a system of difference equations, numerical calculation of the largest Lyapunov exponent is possible. However, the dynamic specification is often unknown. In these cases, the largest Lyapunov exponent may be estimated from time series data.