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research articles : Global asymptotic stability of a competitive equilibrium with recursive preferences

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Author Info
Hyun Park () (Department of Economics, University of Essex, Colchester, CO4 3SQ, UK)
Abstract

This paper demonstrates global stability of a competitive equilibrium in a multi-sector model of many firms, each of which exhibits constant returns to scale technology, and of infinitely lived consumers, whose preferences are recursive but not necessarily additively separable. In the topology induced by a sup-norm, the dominant diagonal blocks condition (Araujo and Scheinkman (Econometrica 45, 1977)) allows us to apply the implicit function theorem to obtain continuity of the equilibrium path. If a stationary equilibrium is locally asymptotically stable, then the continuity of the equilibrium path and smoothness of a weight function on heterogeneous consumers imply that all equilibrium paths converge to the steady state. The dominant diagonal blocks condition is also shown to be sufficient for the local asymptotic turnpike property.

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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 15 (2000)
Issue (Month): 3 ()
Pages: 565-584
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Handle: RePEc:spr:joecth:v:15:y:2000:i:3:p:565-584

Note: Received: December 13, 1996; revised version: June 2, 1999
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Related research
Keywords: Turnpike property; Recursive preferences; Heterogeneous agents.;

Find related papers by JEL classification:
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
O41 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models

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This page was last updated on 2009-12-22.


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