Neimark-Sacker bifurcation for the discrete-delay Kaldor model
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References listed on IDEAS
- 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.
- 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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- 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".
- 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".
More about this item
Keywordsbusiness cycle; Neimark-Sacker bifurcation; discrete-delay time;
- C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
NEP fieldsThis 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)
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