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A numerically computed DNS-curve in a two state capital accumulation model

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Author Info
Haunschmied, J.L., Kort, P.M., Hartl, R.F., Feichtinger, G.

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Abstract

In this paper we study a capital accumulation model in an optimal control theoretic framework, where the capital stock and the investment rate are modeled as state variables and the change in the investment rate as control. Adjustment costs are introduced for both investment rate and the change in the investment rate. Moreover, we model network externalities by a convex segment in the revenue function, which implies the existence of two long-run optimal steady states, one with a low level and the another with a high level capital stock. It depends on the initial capital endowment and initial investment rate to which steady state it is optimal to converge. We numerically compute a curve in the state plane, starting from which the decision-maker is indifferent between converging to one of these steady states, and identify this curve by DNS-curve; its negative slope shows that there is a trade-off between initial capital endowment and initial investment rate.

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2001 with number 103.

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Date of creation: 01 Apr 2001
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Handle: RePEc:sce:scecf1:103

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Related research
Keywords: multiple equilibria; invariant stable manifolds; discontinous feedback rule; capital accumulation;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
D92 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Firm Choice and Growth, Investment, or Financing

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