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Dynamical Systems Arising from Infinite Time Horizon Optimization Models

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Author Info
Nishimura, K.
Venditti, A.

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Abstract

We study cycles and chaos in economic models. Autonomous dynamical systems are considered through infinite time horizon optimization models. We first show how endogenous fluctuations arise in a multisector growth model. Secondly, we consider an extension of this model by allowing direct influences of the production activity among agents. This is what economists call external effects. We show how indeterminacy, i.e. a multiplicity of equilibrium paths from the same initial point, appears.

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Publisher Info
Paper provided by Universite Aix-Marseille III in its series G.R.E.Q.A.M. with number 00c03.

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Length: 28 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:aixmeq:00c03

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Postal: G.R.E.Q.A.M., (GROUPE DE RECHERCHE EN ECONOMIE QUANTITATIVE D'AIX MARSEILLE), CENTRE DE VIEILLE CHARITE, 2 RUE DE LA CHARITE, 13002 MARSEILLE.
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Related research
Keywords: GROWTH MODELS ; EXTERNALITIES ; ECONOMIC MODELS;

Find related papers by JEL classification:
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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 2009-12-16.


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