Research Papers

The Studies in Nonlinear Dynamical Inference series is under the general direction of William A. Barnett, Director of the Institute for Nonlinear Dynamical Inference. Authors of papers in the SNDI online library are Fellows of the Institute. Links in this library are to relevant online working papers and to relevant open access published papers.  Links to web pages of relevant books are also welcome.

• SNDI No. 1: "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," by William A. Barnett, A. R. Gallant, M. J. Hinich. J. A. Jungeilges, D. T. Kaplan, and M. J. Jensen (1997), Journal of Econometrics, vol. 82, pp. 157-192. (working paper version)
• SNDI No. 2: "Stabilization Policy as Bifurcation Selection:  Would Stabilization Policy Work if the Economy Really Were Unstable?," by William A. Barnett and  Yijun He (2002), Macroeconomic Dynamics, vol 6, no 5, November, pp. 713-747. (working paper version)
• SNDI No. 3: "Nonlinear and Complex Dynamics in Real Systems," by William A. Barnett, Apostolos Serletis, and Demitre Serletis, International Journal of Nonlinear Sciences and Numerical Simulation, vol. 7, 2006, pp. 191-196. (working paper version)
• SNDI No. 4: "Singularity Bifurcation," by William A. Barnett and Yijun He (2006), Journal of Macroeconomics, invited special issue of the Journal of Macroeconomics, vol 28, 5-22. (working paper version)
• SNDI No. 5: "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," by William A. Barnett and Evgeniya A. Duzha(2008), Physica A, vol 387, no 15, June, pp. 3817-3825. (working paper version)
• SNDI No. 6: "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy:  Grandmont was Right," by William A. Barnett and Susan He (2010), Economic Modelling, special issue edited by Arnold Zellner, Lawrence Klein, and Nicholas Tavlas in honor of PAVB Swamy, vol 27, no 6, November, pp. 1345-1354. (working paper version)
• SNDI No. 7:"Bifurcation Analysis of Zellner's Marshallian Macro Model," by William A. Barnett, Sanjibani Banerjee, Evgeniya Duzhak, and Ramu Gopalan (2011), Journal of Economic Dynamics and Control, vol 35, no. 9, September, pp. 1577-1585. (working paper version)
• SNDI No. 8: "Hopf Bifurcation in the Clarida, Gali, and Gertler Model," by William A. Barnett and Unal Eryilmaz (2013), Economic Modelling, vol 31, pp. 401-404. (working paper version)
• SNDI No. 9: "Bifurcation Analysis of an Endogenous Growth Model," by William A. Barnett and Taniya Ghosh (2013), Journal of Economic Asymmetries, Elsevier, vol 10, no 1, June, pp. 53-64. (working paper version)
• SNDI No. 10: “Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences,” by William A. Barnett and Guo Chen (2015). Foundations and Trends in Econometrics, paper consists of contents of entire issue: Vol. 8: No. 1-2, 2015, pp. 1-144. http://dx.doi.org/10.1561/0800000026. (working paper version)
• SNDI No. 11: “Nonlinear and Complex Dynamics in Economics,” by William A. Barnett, Apostolos Serletis, and Demitre Serletis (2015), Macroeconomic Dynamics 19, December, 1749-1779. (working paper version)
• SNDI No. 12: “Martingales, Nonlinearity, and Chaos,” by William A. Barnett and Apostolos Serletis (2000), Journal of Economic Dynamics and Control 24, June, 703-724. (working paper version)
• SNDI No. 13:  “Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation,” by William A. Barnett and Jingxian Hu (2021). In: Herbert Dawid and Jasmina Arifovic (eds.), Dynamic Analysis in Complex Economic Environments - Essays in Honor of Christophe Deissenberg, Dynamic Modeling and Econometrics in Economics and Finance, vol 26, Springer Nature, Switzerland, pp. 123-175. (working paper version)
• SNDI No. 14:  “Shilnikov Chaos, Low Interest Rates, and New Keynesian Macroeconomics,“ by William A. Barnett, Giovanni Bella, Taniya Ghosh, Paolo Mattana, Beatrice Venturi (2022), Journal of Economic Dynamics and Control, vol. 134, January, 1-17.  https://doi.org/10.1016/j.jedc.2021.104291.  (open access publication)
• SNDI No. 15: "Is Policy Causing Chaos in the United Kingdom?" by William A. Barnett, Giovanni Bella, Taniya Ghosh, Paolo Mattana, Beatrice Venturi (2022), Economic Modelling, vol 108, March 2022, https://doi.org/10.1016/j.econmod.2022.105767. (working paper version)
• SNDI No. 16: "Controlling Chaos in New Keynesian Macroeconomics," by William A. Barnett, Giovanni Bella, Taniya Ghosh, Paolo Mattana, and Beatrice Venturi (2022), Studies in Nonlinear Dynamics and Econometrics, https://doi.org/10.1515/snde-2021-0106. (open access publication)
• SNDI No. 17: “A Latent-Factor-Driven Endogenous Regime-Switching Non-Gaussian Model: Evidence from Simulation and Application,” by Ruijun Bu, Jie Cheng, and Fredj Jawadi (2020), International Journal of Finance & Economics, August. https://doi.org/10.1002/ijfe.2192. (open access publication)
• SNDI No. 18: “Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton,” by Fredj Jawadi (2019), The Energy Journal 12, SI2. (open access publication)
• SNDI No. 19: “L. P. Shilnikov and Dynamical Chaos Theory,” by Gonchenko S., Kazakov A., Turaev D., and Shilnikov AL (2022), Chaos 31, https://doi.org/10.1063/5.0080836. (open access publication)
• SNDI No. 20: “Chaotic Banking Crises and Regulation,” by Jess Benhabib, Jianjun Miao, and Pengfei Wang (2016), Economic Theory 61, 393-422. (open access publication)
• SNDI No. 21: “Sparse Restricted Perception Equilibrium (PDF),” by Volha Auzei and Sergey Slobodyan (2018), August, Czech National Bank Working Paper Series.
• SNDI No. 22: “Specific and General Human Capital in an Endogenous Growth Model (PDF),” by Evangelia Vourvachaki, Vahagn Jerbashian, and Sergey Slobodyan (2014), CERGE-EI Working Paper Series 520, December.
• SNDI No. 23: “Duopoly Competition, Escape Dynamics and Non-cooperative Collusion (PDF)”, by Batlome Janjgava and Sergey Slobodyan (2011), CERGE-EI Working Paper Series 445, September.
• SNDI No. 24. “Linear Stability Analysis for Traveling Waves of Second Order in Time PDE’s,” by Milena Stanislavova and Atanas Stefanov (2011), arXiv Working Paper Series 1108.2417, Cornell University.
• SNDI No. 25. “A Spectral Mapping Theorem and Invariant Manifolds for Nonlinear Schrödinger Equations,” by F. Gesztesy, C. K. R. T. Jones, Yl Latushkin, M. Stanislavova (1999) ), arXiv Working Paper Series solv-int/9907017, Cornell University.
• SNDI No. 26. “On the Generation of Stable Kerr Frequency Combs in the Lugiato-Lefever Model of Periodic Optical Waveguides,” by Sevdzhan Hakkaev, Milena Stanislavova, Atanas Stefanov (2018), ), arXiv Working Paper Series 1806.04821, Cornell University.
• SNDI No. 27. “Monetary Policy and Determinacy: An Inquiry into Open Economy New Keynesian Macrodynamics,” by William A. Barnett and Unal Eryilmaz, Open Economies Review, January 10, 2023, DOI 10.1007/s11079-022-09702-5 or as PDF at http://link.springer.com/content/pdf/10.1007/s11079-022-09702-5.pdf. Published open access gold.
• SNDI No. 28.  "Economic Bifurcation and Chaos," book by William A. Barnett with Ruoning Han, World Scientific, Singapore, 2024.  The book is also available from Amazon.com.

An accessible version of the scholarly articles on this site will be made available upon request. Please contact Dr. William Barnett at barnett@ku.edu to request the document be made available in an accessible format.