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Neimark-Sacker bifurcation for the discrete-delay Kaldor model

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  • Dobrescu, Loretti Isabella
  • Opris, Dumitru

Abstract

We consider a discrete-delay time, Kaldor non-linear business cycle model in income and capital. Given an investment function, resembling the one discussed by Rodano, we use the linear approximation analysis to state the local stability property and local bifurcations, in the parameter space. Finally, we will give some numerical examples to justify the theoretical results.

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File URL: http://mpra.ub.uni-muenchen.de/5415/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 5415.

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Date of creation: 2007
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Handle: RePEc:pra:mprapa:5415

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Keywords: business cycle; Neimark-Sacker bifurcation; discrete-delay time;

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  1. Gian-Italo Bischi & Vincenzo Valori, 2000. "Nonlinear effects in a discrete-time dynamic model of a stock market," Working Papers - Mathematical Economics 2000-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Giorgio Rodano & Gian Italo Bischi & Enrico Saltari & Roberto Dieci, 2001. "Multiple attractors and global bifurcations in a Kaldor-type business cycle model," Journal of Evolutionary Economics, Springer, vol. 11(5), pages 527-554.
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Cited by:
  1. Loretti I. Dobrescu & Dumitru Opris, 2008. "Hopf bifurcation and chaos analysis of a discrete-delay dynamic model for a stock market," "Marco Fanno" Working Papers 0082, Dipartimento di Scienze Economiche "Marco Fanno".
  2. 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".

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