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Ergodic Chaos in Optimal Growth Models with Low Discount Rates

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Author Info
Nishimura, Kazuo
Sorger, Gerhard
Yano, Makoto

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Abstract

We show that for every discount factor rho epsilon(O,1) one can find infinitely many strictly concave discrete-time optimal growth models in reduced form which have optimal policy functions exhibiting ergodic chaos. These reduced form models are interpreted in a two-sector optimal growth setting with utility functions depending on consumption as well as on capital.

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

Volume (Year): 4 (1994)
Issue (Month): 5 (August)
Pages: 705-17
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Handle: RePEc:spr:joecth:v:4:y:1994:i:5:p:705-17

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  1. Gomes, Orlando, 2007. "Nonlinear dynamics in a model of financial development with a risk premium," MPRA Paper 2887, University Library of Munich, Germany. [Downloadable!]
  2. César L. Guerrero-Luchtenberg, 2004. "Chaos vs. patience in a macroeconomic model of capital accumulation: New applications of a uniform neighborhood turnpike theorem," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 19(1), pages 45-60. [Downloadable!]
  3. Orlando Gomes, 2008. "Time Preference and Cyclical Endogenous Growth in an AK Growth Model," Notas Económicas, Faculdade de Economia, Universidade de Coimbra, issue 28, pages 32-55, December. [Downloadable!]
  4. Gomes, Orlando, 2007. "A two-dimensional non-equilibrium dynamic model," MPRA Paper 4817, University Library of Munich, Germany. [Downloadable!]
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  5. Goenka, Aditya & Poulsen, Odile, 2004. "Factor Intensity Reversal and Ergodic Chaos," Working Papers 04-13, University of Aarhus, Aarhus School of Business, Department of Economics. [Downloadable!]
  6. Gomes, Orlando, 2007. "Consumer confidence, endogenous growth and endogenous cycles," MPRA Paper 2883, University Library of Munich, Germany. [Downloadable!]
  7. Gomes, Orlando, 2007. "Time preference and cyclical endogenous growth," MPRA Paper 3282, University Library of Munich, Germany. [Downloadable!]
  8. Cesar Guerrero-Luchtenberg, 1998. "- A Turnpike Theoreme For A Family Of Functions," Working Papers. Serie AD 1998-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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