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Capital Gains: Blue Machines And Red Machines

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Author Info
LUÍS AGUIAR-CONRARIA () (Departmento de Economia, Escola de Economia e Gestao, Universidade do Minho, Campus de Gualtar, 4710-57 Braga, Portugal)
KARL SHELL () (Department of Economics, Cornell University, 402 Uris Hall, Ithaca, NY 14853-7601, USA)

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Abstract

Capital gains play an essential role in the intertemporal allocation of resources, but they can also fuel self-fulfilling bubbles. The simple case of 2 "identical" capitals is analyzed in an overlapping generations model. The only trajectory in which expectations are realized at every date is the one in which blue machines and red machines have the same price. If ever their prices differ, then there is a "bubble" which must burst in finite time.

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Publisher Info
Article provided by World Scientific Publishing Co. Pte. Ltd. in its journal The Singapore Economic Review.

Volume (Year): 50 (2005)
Issue (Month): sp ()
Pages: 437-447
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Handle: RePEc:wsi:serxxx:v:50:y:2005:i:sp:p:437-447

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Related research
Keywords: Bubbles; capital gains; heterogeneous capital; irreversible investment; overlapping generations (OG); Tobin's q;

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References listed on IDEAS
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. Atkinson, Anthony B, 1969. "The Timescale of Economic Models: How Long Is the Long Run?," Review of Economic Studies, Blackwell Publishing, vol. 36(106), pages 137-52, April. [Downloadable!] (restricted)
  2. Burmeister, Edwin, et al, 1973. "The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models," Econometrica, Econometric Society, vol. 41(1), pages 79-95, January. [Downloadable!] (restricted)
  3. Caton, C & Shell, Karl, 1971. "An Exercise in the Theory of Heterogeneous Capital Accumulation," Review of Economic Studies, Blackwell Publishing, vol. 38(113), pages 13-22, January. [Downloadable!] (restricted)
  4. Magill, Michael & Quinzii, Martine, 2003. "Nonshiftable capital, affine price expectations and convergence to the Golden Rule," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 239-272, June. [Downloadable!] (restricted)
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This page was last updated on 2009-11-13.


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