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Business cycles, bifurcations and chaos in a neo-classical model with investment dynamics

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Author Info
Hallegatte, Stéphane
Ghil, Michael
Dumas, Patrice
Hourcade, Jean-Charles

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Abstract

This paper presents a non-equilibrium dynamic model (NEDyM) that introduces investment dynamics and non-equilibrium effects into a Solow growth model. NEDyM can reproduce several typical economic regimes and, for certain ranges of parameter values, exhibits endogenous business cycles with realistic characteristics. The cycles arise from the investment-profit instability and are constrained by the increase in labor costs and the inertia of production capacity. For other parameter ranges, the model exhibits chaotic behavior. These results show that complex variability in the economic system may be due to deterministic, intrinsic factors, even if the long-term equilibrium is neo-classical in nature.

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File URL: http://www.sciencedirect.com/science/article/B6V8F-4NRT361-1/1/386c2bce2d9d3846c2b9f5499bf7e50b
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Publisher Info
Article provided by Elsevier in its journal Journal of Economic Behavior & Organization.

Volume (Year): 67 (2008)
Issue (Month): 1 (July)
Pages: 57-77
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Handle: RePEc:eee:jeborg:v:67:y:2008:i:1:p:57-77

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  1. Stéphane Hallegatte & Michael Ghil, 2007. "Endogenous Business Cycles and the Economic Response to Exogenous Shocks," Working Papers 2007.20, Fondazione Eni Enrico Mattei. [Downloadable!]
  2. Gomes, Orlando, 2007. "A two-dimensional non-equilibrium dynamic model," MPRA Paper 4817, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-11-22.


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