Neimark-Sacker bifurcation for the discrete-delay Kaldor model

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Neimark-Sacker bifurcation for the discrete-delay Kaldor model

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Dobrescu, Loretti Isabella
Opris, Dumitru

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Loretti Isabella Dobrescu

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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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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Find related papers by JEL classification:
C69 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Other
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium

This paper has been announced in the following NEP Reports:

NEP-ALL-2007-10-27 (All new papers)
NEP-MAC-2007-10-27 (Macroeconomics)
NEP-PKE-2007-10-27 (Post Keynesian Economics)

References listed on IDEAS
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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. [Downloadable!] (restricted)

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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". [Downloadable!]
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". [Downloadable!]

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