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The Macroeconomic Consequences of Discontinuous Adjustment: Selective Memory of Non-dominated Extrema

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Author Info
Cross, Rod

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Abstract

This paper deals with the macroeconomic consequences of discontinuous adjustment by heterogenous agents. The method used to analyze this problem is based on the Krasnosel'skii decomposition of systems into hysteresis operators. This method is applied to a simple model of asset-switching. The novel property is that the nondominated extremum values of the interest-rate-driving variable help determine the aggregate stocks of assets. Copyright 1994 by Scottish Economic Society.

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Publisher Info
Article provided by Scottish Economic Society in its journal Scottish Journal of Political Economy.

Volume (Year): 41 (1994)
Issue (Month): 2 (May)
Pages: 212-21
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Handle: RePEc:bla:scotjp:v:41:y:1994:i:2:p:212-21

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  1. Rod Cross & Julia Darby & Jonathan Ireland & Laura Piscitelli, 1999. "Hysteresis and Unemployment: a Preliminary Investigation," Computing in Economics and Finance 1999 721, Society for Computational Economics. [Downloadable!]
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Public Policy Discussion Papers 04-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:
  3. bruno amable & jerome henry & frederic lordon & richard topol, 2005. "Complex Remanence vs. Simple Persistence: Are Hysteresis and Unit-Root Processes observationally equivalent?," Computational Economics 0501001, EconWPA. [Downloadable!]
  4. Belke, Ansgar & Göcke, Matthias, 2004. "Real Options Effects on Employment: Does Exchange Rate Uncertainty Matter for Aggregation?," IZA Discussion Papers 1126, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  5. Matthias Göcke & Ansgar Belke, 1999. "Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty," Computing in Economics and Finance 1999 722, Society for Computational Economics. [Downloadable!]
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