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Chaos vs. patience in a macroeconomic model of capital accumulation: New applications of a uniform neighborhood turnpike theorem

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Author Info
César L. Guerrero-Luchtenberg (Centro de Investigación y Docencia Económicas)
Abstract

We present in this paper some new results on the strong incompatibility between chaos and patience in a macroeconomic model of capital accumulation. These results are explicit and non-trivial applications of the general theorem proven in Guerrero-Luchtenberg (2000), in which the statement (theorem 2) ‘chaos vanishes as the discount factor tends to one’, is formally presented. Here, we show precisely how this statement applies to some important indicators of chaos not analyzed before. Furthermore, we will show that, for a given family of optimal growth models, there is a bound on the discount factor such that any type of chaos is negligible.

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File URL: http://revistas.colmex.mx/revistas/12/art_12_303_1054.pdf
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Article provided by El Colegio de México, Centro de Estudios Económicos in its journal Estudios Económicos.

Volume (Year): 19 (2004)
Issue (Month): 1 ()
Pages: 45-60
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Handle: RePEc:emx:esteco:v:19:y:2004:i:1:p:45-60

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Montrucchio, Luigi & Sorger, Gerhard, 1996. "Topological entropy of policy functions in concave dynamic optimization models," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 181-194. [Downloadable!] (restricted)
  2. Guerrero-Luchtenberg, C.L., 2000. "A uniform neighborhood turnpike theorem and applications," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 329-357, November. [Downloadable!] (restricted)
  3. Boldrin, Michele & Montrucchio, Luigi, 1986. "On the indeterminacy of capital accumulation paths," Journal of Economic Theory, Elsevier, vol. 40(1), pages 26-39, October. [Downloadable!] (restricted)
  4. Alexandre Scheinkman, Jose, 1976. "On optimal steady states of n-sector growth models when utility is discounted," Journal of Economic Theory, Elsevier, vol. 12(1), pages 11-30, February. [Downloadable!] (restricted)
  5. Nishimura, Kazuo & Sorger, Gerhard & Yano, Makoto, 1994. "Ergodic Chaos in Optimal Growth Models with Low Discount Rates," Economic Theory, Springer, vol. 4(5), pages 705-17, August.
  6. Nishimura, Kazuo & Yano, Makoto, 1996. "On the Least Upper Bound of Discount Factors That Are Compatible with Optimal Period-Three Cycles," Journal of Economic Theory, Elsevier, vol. 69(2), pages 306-333, May. [Downloadable!] (restricted)
  7. Mitra, Tapan, 1998. "On the relationship between discounting and complicated behavior in dynamic optimization models," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 421-434, January. [Downloadable!] (restricted)
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