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Inverse Limits and Models with Backward Dynamics

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Author Info
David Stockman () (Department of Economics,University of Delaware)
Judy Kennedy () (Department of Mathematics,University of Delaware)
James Yorke (Institute for Physical Science and Technology, University of Maryland)

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Abstract

Some economic models like the cash-in-advance model of money have the property that the dynamical system characterizing equilibria is multi-valued going forward in time, but single-valued going backward in time, i.e., the model has backward dynamics. In this paper, we apply the theory of inverse limits to characterize topologically the set of equilibria in a dynamic economic model with this property. We show that such techniques are particularly well-suited for analyzing the dynamics going forward in time even though the dynamics are multi-valued in this direction. In particular, we analyze the inverse limit of the cash-in-advance model of money and illustrate how information about the inverse limit is useful for detecting or ruling out complicated dynamics.

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File URL: http://www.lerner.udel.edu/economics/WorkingPapers/2006/UDWP2006-12.pdf
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Publisher Info
Paper provided by University of Delaware, Department of Economics in its series Working Papers with number 06-12.

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Length: 38 pages
Date of creation: 2006
Date of revision:
Publication status: Forthcoming in Topology and Its Applications.
Handle: RePEc:dlw:wpaper:06-12

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Postal: Purnell Hall, Newark, Delaware 19716
Fax: (302) 831-6968
Web page: http://www.lerner.udel.edu/economics/
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Related research
Keywords: backward dynamics chaos inverse limits continuum theory cash-in advance

Find related papers by JEL classification:
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates

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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. Michener, Ronald & Ravikumar, B., 1998. "Chaotic dynamics in a cash-in-advance economy," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1117-1137, May. [Downloadable!] (restricted)
  2. Woodford, Michael, 1994. "Monetary Policy and Price Level Determinacy in a Cash-in-Advance Economy," Economic Theory, Springer, vol. 4(3), pages 345-80.
  3. Lucas, Robert E, Jr & Stokey, Nancy L, 1987. "Money and Interest in a Cash-in-Advance Economy," Econometrica, Econometric Society, vol. 55(3), pages 491-513, May. [Downloadable!] (restricted)
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Cited by:
(explanations, 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. David R. Stockman & Judy Kennedy & Brian Raines, . "Expected Utility in Models with Chaos," Working Papers 07-16, University of Delaware, Department of Economics. [Downloadable!]
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