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Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments

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Author Info
Jan Kodera () (The University of Economics, Prague, Czech Republic)
Karel Sladký () (Center for Basic Research in Dynamic Economics and Econometrics, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Prague, Czech Republic)
Miloslav Vošvrda () (Department of Econometrics, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Prague, Czech Republic, Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic)

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Abstract

The non-linear approach to economic dynamics enables us to study traditional economic models using modified formulations and different methods of solution. In this article we compare the dynamic properties of the Keynesian and Classical macroeconomic models. We start with an extended dynamic IS-LM neoclassical model generating the behavior of the real product, the interest rate, expected inflation, and the price level over time. Limiting behavior, stability, and the existence of limit cycles and other specific features of these models will be compared.

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Publisher Info
Article provided by Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies in its journal AUCO Czech Economic Review.

Volume (Year): 1 (2007)
Issue (Month): 3 (November)
Pages: 302-311
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Handle: RePEc:fau:aucocz:au2007_302

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Related research
Keywords: macroeconomic models; Keynesian and Classical model; non-linear differential equations; linearization; asymptotical stability; Lyapunov exponents;

Find related papers by JEL classification:
C00 - Mathematical and Quantitative Methods - - General - - - General
E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical

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  1. Sargent, Thomas J, 1973. "Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(1), pages 385-449, Part II F. [Downloadable!] (restricted)
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