Nonstationary response of a nonlinear economic cycle model under random disturbance

DOI10.1016/J.PHYSA.2018.11.036MaRDI QIDQ2156168zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 15 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.11.036

zbMATH Keywords

dynamic systemeconomic cycle modelpath integrationprobability density functionstochastic process

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A business cycle model with cubic nonlinearity
• A generalized Goodwin business cycle model in random environment
• A Goodwin-Type Model with Cubic Investment Function
• A new path integration procedure based on Gauss-Legendre scheme
• A path integral based model for stocks and order dynamics
• Attractor merging crisis in chaotic business cycles
• Non-stationary response of a van der Pol-Duffing oscillator under Gaussian white noise
• Nonstationary probability densities of strongly nonlinear single-degree-of-freedom oscillators with time delay
• On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
• Stochastic methods. A handbook for the natural and social sciences
• Stochastic stability and bifurcation in a macroeconomic model
• The Nonlinear Accelerator and the Persistence of Business Cycles

Cited in

(6)

• Stochastic analysis of a nonlinear business cycle model with correlated random income disturbance
• Nonlinear oscillations in business cycle model with time lags
• scientific article; zbMATH DE number 7038785 (Why is no real title available?)
• Stochastic response analysis of a nonlinear business cycle model with random income disturbance
• Periodic Solution of a Nonlinear Economic Cycle Model with a Generic Investment Function
• scientific article; zbMATH DE number 6746172 (Why is no real title available?)

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