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Business Cycles, Bifurcations and Chaos in a Neo-Classical Model with Investment Dynamics

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Author Info
Stéphane Hallegatte (CIRED - Centre international de recherche sur l'environnement et le développement - CIRAD : UMR56 - CNRS : UMR8568 - Ecole des Hautes Etudes en Sciences Sociales - Ecole Nationale des Ponts et Chaussées - Ecole Nationale du Génie Rural des Eaux et des Forêts, CNRM - Centre National de Recherches Météorologiques - Aucune)
Michael Ghil (Plateforme Environnement de l'ENS - Aucune, Department of Atmospheric and Oceanic Sciences and Institute of Geophysics and Planetary Physics - Aucune)
Patrice Dumas () (CIRED - Centre international de recherche sur l'environnement et le développement - CIRAD : UMR56 - CNRS : UMR8568 - Ecole des Hautes Etudes en Sciences Sociales - Ecole Nationale des Ponts et Chaussées - Ecole Nationale du Génie Rural des Eaux et des Forêts, Plateforme Environnement de l'ENS - Aucune)
Jean-Charles Hourcade (CIRED - Centre international de recherche sur l'environnement et le développement - CIRAD : UMR56 - CNRS : UMR8568 - Ecole des Hautes Etudes en Sciences Sociales - Ecole Nationale des Ponts et Chaussées - Ecole Nationale du Génie Rural des Eaux et des Forêts)

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Abstract

This paper is motivated by the rising interest in assessing the effect of disruptions in resources and environmental conditions on economic growth. Such an assessment requires, ultimately, the use of truly integrated models of the climate and economic systems. For these purposes, we have developed a Non-Equilibrium Dynamic Model (NEDyM) by introducing investment dynamics and nonequilibrium effects into a Solow growth model. NEDyM can reproduce various economic regimes, such as manager- or shareholder-driven economies, and permits one to examine the effects of disruptions on the economy, given either an assumption of steady-state growth or an assumption of business cycles with transient disequilibrium. We have applied NEDyM to an idealized economy that resembles in certain respects the 15-state European Union in 2001. The key parameter in NEDyM is investment flexibility. For certain values of this parameter, the model reproduces classical business cycles with realistic characteristics; in particular, NEDyM captures the cycles' asymmetry, with a longer growth phase and more rapid contraction. The cyclical behavior is due to the investment­ profit instability and is constrained by the increase in labor costs and the inertia of production capacity. For somewhat greater investment flexibility, the model exhibits chaotic behavior, because a new constraint intervenes, namely limited investment capacity. The preliminary results presented here show that complex behavior in the economic system may be due entirely, or at least largely, to deterministic, intrinsic factors, even if the economic long-term equilibrium is neo-classical in nature. In the chaotic regime, moreover, slight shocks ­ such as those due to natural or man-made catastrophes ­ may lead to significant changes in the economic system.

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Paper provided by HAL in its series Working Papers with number halshs-00007196_v1.

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Date of creation: 14 Dec 2005
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Handle: RePEc:hal:wpaper:halshs-00007196_v1

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Related research
Keywords: Macroeconomic dynamics; Nonequilibrium modeling; Business cycles; Investment flexibility;

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  1. Stéphane Hallegatte & Michael Ghil, 2007. "Endogenous Business Cycles and the Economic Response to Exogenous Shocks," Working Papers 2007.20, Fondazione Eni Enrico Mattei. [Downloadable!]
  2. Gomes, Orlando, 2007. "A two-dimensional non-equilibrium dynamic model," MPRA Paper 4817, University Library of Munich, Germany. [Downloadable!]
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