Exchange rates expectations and chaotic dynamics: a replication study
<|begin_of_text|><|start_header_id|>system<|end_header_id|> You are a research archivist expert in dataset metadata. Answer the question truthfully.  <|eot_id|><|start_header_id|>user<|end_header_id|> Here is the Description of a dataset. Description:'In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not sup-portive of chaos in exchange rates expectations, although the so-called 0−1 test strongly supports the chaos hypothesis' . Please return only a json list of at most 3 Keywords corresponding to the Description:.<|eot_id|><|start_header_id|>assistant<|end_header_id|> {"Answer" : ["0−1 test","Deterministic chaos","exchange rates","expectations","Lyapunov exponents"]} <|eot_id|>
 Here is the Description of a dataset. Description:'In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not sup-portive of chaos in exchange rates expectations, although the so-called 0−1 test strongly supports the chaos hypothesis' . Please return only a json list of at most 3 Keywords corresponding to the Description:.
In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics Letters, 2008). Considering Lyapunov exponent-based tests results, they are not sup-portive of chaos in exchange rates expectations, although the so-called 0−1 test strongly supports the chaos hypothesis
0−1 test; Deterministic chaos; exchange rates; expectations; Lyapunov exponents 