Search Results - subject:"Nonlinear dynamics"

Nonlinear Dynamics in Equilibrium Models : Chaos, Cycles and Indeterminacy

Stachurski, John - 2012

Optimal Growth and Endogenous Cycles -- Optimal Growth and Chaotic Dynamics -- Global Dynamics in Optimal Growth Models -- Dynamic Models with Non-concave Technologies -- Stochastic Optimal Growth Models -- Indeterminancy in Exogenous Growth Models -- Interdeterminancy in Endogenous Growth Models

Persistent link: https://www.econbiz.de/10013522947

A Video Interview of Buz Brock

Mizrach, Bruce - 2004

March 12, 2004. The interview includes 15 questions on topics ranging from nonlinear dynamics, ecological modeling, and …

Persistent link: https://www.econbiz.de/10010263233

The Good, the bad, and the ugly: an inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - 2004

This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to …

Persistent link: https://www.econbiz.de/10010266314

Gibson's paradox, monetary policy, and the emergence of cycles

Hannsgen, Greg - 2004

Many empirical studies have found that interest rate have a positive effect on the price level. This paper pursues an obvious, but neglected explanation: interest payments are a cost of production that is at least in part passed on to costumers. A model shows that the cost-push effect of...

Persistent link: https://www.econbiz.de/10010266536

Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power

Kocenda, Evzen; Briatka, Lubos - Center for Economic Research and Graduate Education and … - 2004

This paper builds on Kocenda (2001) and extends it in two ways. First, two new intervals of the proximity parameter epsilon (over which the correlation integral is calculated) are specified. For these epsilon-ranges new critical values for various lengths of the data sets are introduced and...

Persistent link: https://www.econbiz.de/10005086598

Computing Center Manifolds: A Macroeconomic Example

Haro, Alex; Gomis-Poruqeras, Pere - Society for Computational Economics - SCE - 2004

When crossing the boundary of stability of a given dynamical system only indicates a bifurcation point and the type of the bifurcating solutions. But it doesn't tell us how and how many new solutions bifurcate or disappear in a bifurcation point. To answer this question one has to take into...

Persistent link: https://www.econbiz.de/10005345322

The Good, The Bad, and The Ugly: An Inquiry into the Causes and Nature of Credit Cycles

Matsuyama, Kiminori - Center for Mathematical Studies in Economics and … - 2004

This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to … 2004 Abstract This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses … spillovers, credit multiplier effect, credit reversal effect, endogenous credit cycles, nonlinear dynamics, chaos, flip and …

Persistent link: https://www.econbiz.de/10005252306

Estimating nonlinear dynamic equilibrium economies : a likelihood approach

Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2004

Persistent link: https://www.econbiz.de/10001980592

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

Asset price dynamics with time-varying second moment

Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004

Persistent link: https://www.econbiz.de/10002554388