Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

Chaotic Behavior of Real Exchange Rate Model: Perspectives on Lyapunov Exponents

Authors
Chung-Ming Ou1, C.R. Ou
1Department of Information Management, Kainan University
Corresponding Author
Chung-Ming Ou
Available Online October 2006.
DOI
10.2991/jcis.2006.189How to use a DOI?
Keywords
real exchange rate, simple logistic function, chaos, bifurcation, Lyapunov exponent
Abstract

The behaviors of the real exchange rate corresponding to capital mobility within an open-economy macroeconomic framework are investigated. Chaotic phenomena are reasonable candidates for analyzing the random walk behaviors of the given real exchange rate model similar to the simple logistic map. Method of Lyapunov exponents helps determine varied chaotic phenomena in order to choose specific capital mobility.

Copyright
© 2006, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
Series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
10.2991/jcis.2006.189How to use a DOI?
Copyright
© 2006, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Chung-Ming Ou
AU  - C.R. Ou
PY  - 2006/10
DA  - 2006/10
TI  - Chaotic Behavior of Real Exchange Rate Model: Perspectives on Lyapunov Exponents
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SP  - 536
EP  - 538
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.189
DO  - 10.2991/jcis.2006.189
ID  - Ou2006/10
ER  -