Transition of chaotic motion to a limit cycle by intervention of economic policy: An empirical analysis in agriculture

Kenshi Sakai, Shunsuke Managi, Nikolay K. Vitanov, Katsuhiko Demura

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This paper investigates the transition of dynamics observed in an actual real agricultural economic dataset. Lyapunov spectrum analysis is conducted on the data to distinguish deterministic chaos and the limit cycle. Chaotic and periodic oscillation were identified before and after the second oil crisis, respectively. The statitonarity of the time series is investigated using recurrence plots. This shows that government intervention might reduce market instability by removing a chaotic market's long-term unpredictability.

元の言語英語
ページ(範囲)253-265
ページ数13
ジャーナルNonlinear Dynamics, Psychology, and Life Sciences
11
発行部数2
出版物ステータス出版済み - 4 2007
外部発表Yes

All Science Journal Classification (ASJC) codes

  • Applied Mathematics

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