APERIODIC DYNAMICS IN THE BERGSTROM/WYMER MODEL OF THE UNITED KINGDOM
利用李雅普诺夫指数分析英国伯格斯特罗姆/怀默模型的非线性动态，发现该模型在估计参数附近存在奇异吸引子，表现为稳定但非周期振荡，有助于区分经济系统的确定性与随机行为。
Lyapunov exponents may be used to provide information on attractors of nonlinear models and, if strange, their aperiodic dynamics, in much the same way as eigenvalues of a linear model. An advantage of calculating these from an estimated model, rather than calculating the largest ones from a time series, is that economic theory is used to help distinguish between deterministic and stochastic behavior. Estimates of the Bergstrom/Wymer model of the United Kingdom, and of some other models of a similar form, were unstable in a classical sense, to some extent being caused by policy parameters. The Lyapunov exponents show that this model, and variants of it, have strange attractors in the neighborhood of the estimated parameter values and hence are stable but with aperiodic oscillations.