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Multiple attractors and global bifurcations in a Kaldor-type business cycle model

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Author Info
Giorgio Rodano () (Dipartimento di Teoria Economica e Metodi Quantitativi, Universit, "La Sapienza", Roma, Italy)
Gian Italo Bischi () (Istituto di Scienze Economiche, University of Urbino, 61029 Urbino, Italy)
Enrico Saltari () (Istituto di Scienze Economiche, University of Urbino, 61029 Urbino, Italy)
Roberto Dieci () (Dipartimento di Economia, University of Parma, via Kennedy 6B, 43100 Parma, Italy)

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Abstract

We consider a Kaldor-type discrete-time nonlinear business cycle model in income and capital, where investment is assumed to depend both on the difference between normal and current levels of capital stock, and on the difference between the current income and its normal level, through a nonlinear S-shaped increasing function. As usual in Kaldor business cycle models, one or three steady states exist, and the standard analysis of the local stability and bifurcations suggests that endogenous oscillations occur in the presence of only one unstable equilibrium, whereas the coexistence of three equilibria is characterized by bi-stability, the central equilibrium being on the boundary which separates the basins of the two stable ones. However, a deeper analysis of the global dynamic properties of the model in the parameter ranges where three steady states exist, reveals the existence of an attracting limit cycle surrounding the three steady states, leading to a situation of multistability, with a rich and complex dynamic structure.

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Publisher Info
Article provided by Springer in its journal Journal of Evolutionary Economics.

Volume (Year): 11 (2001)
Issue (Month): 5 ()
Pages: 527-554
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Handle: RePEc:spr:joevec:v:11:y:2001:i:5:p:527-554

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Related research
Keywords: Business cycle - Dynamical systems - Stability - Bifurcations;

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  1. Velasco Morente, Francisco & Nadal Morales, Purificación & González Abril, Luis & Ortega Ramírez, Juan Antonio, 2009. "Bifurcaciones de codimensión 2 en un modelo dinámico del mercado potencial y actual: aplicación al mercado cervecero español = Bifurcations of Codimension 2 in a Dynamical Model of Current and Pot," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 7(1), pages 77-94, June. [Downloadable!]
  2. Commendatore, Pasquale & Panico, Carlo & Pinto, Antonio, 2007. "Composition of public expenditure, effective demand, distribution and growth," MPRA Paper 9085, University Library of Munich, Germany. [Downloadable!]
  3. Loretti I. Dobrescu & Dumitru Opris, 2008. "Hopf bifurcation for the discrete - delay Kaldor - Kalecki model," "Marco Fanno" Working Papers 0067, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  4. Dobrescu, Loretti Isabella & Opris, Dumitru, 2007. "Neimark-Sacker bifurcation for the discrete-delay Kaldor model," MPRA Paper 5415, University Library of Munich, Germany. [Downloadable!]
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