Stochastic stability and bifurcation in a macroeconomic model

DOI10.1016/J.CHAOS.2005.10.024MaRDI QIDQ2482568zbMATH OpenOpenAlexFDO

Authors W. Li, Wei Xu, Junfeng Zhao, Yanfei Jin

Publication date 17 April 2008

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2005.10.024

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Economic growth models (91B62) Stochastic models in economics (91B70)

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Cites work

• A business cycle model with cubic nonlinearity
• Application of quasi-conservative averaging to a nonlinear system under non-white excitation
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• Stability and bifurcation analysis in a kind of business cycle model with delay
• Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
• Stochastic growth under Wiener and Poisson uncertainty
• Stochastic Hopf bifurcation of quasi-nonintegrable-Hamiltonian systems
• STOCHASTIC STABILITY OF QUASI-NON-INTEGRABLE-HAMILTONIAN SYSTEMS
• Stochastic stabilization of quasi non-integrable Hamiltonian systems
• The Nonlinear Accelerator and the Persistence of Business Cycles
• The stability problem in the Kaldor--Kalecki business cycle model

Cited in

(33)

• Dynamic macromodels of unstable processes in transition to a market economy
• Global stability and dynamic analysis for a type of macroeconomic systems
• P-bifurcation of stochastic van der Pol model as a dynamical system in neuroscience
• Nonstationary response of a nonlinear economic cycle model under random disturbance
• A note on a stochastic Holling-II predator-prey model with a prey refuge
• Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model
• Bifurcation control of a generalized VDP system driven by color-noise excitation via FOPID controller
• Dynamic analysis of the nonlinear chaotic system with multistochastic disturbances
• Complex dynamics in a stochastic internal HIV model
• Hopf bifurcation and chaos in macroeconomic models with policy lag
• On growth cycles in a stochastic post-Keynesian model
• Stochastic Poincaré-Bendixson theorem and its application on stochastic Hopf bifurcation
• The stability and bifurcation analysis in stochastic price model with random parameter
• On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model
• scientific article; zbMATH DE number 5826830 (Why is no real title available?)
• Bifurcations in a stochastic business cycle model
• Global dynamics of the stochastic Rabinovich system
• Stability Analysis of Continuous-Time Macroeconometric Systems
• HOPF BIFURCATION ANALYSIS OF DIFFUSIVE BASS MODEL WITH DELAY UNDER "NEGATIVE-WORD-OF-MOUTH"
• Dynamics of a business cycle model under harmonic and stochastic noise excitation
• The stability and approximate solution of a business cycle model
• scientific article; zbMATH DE number 5644727 (Why is no real title available?)
• Macroeconomic Policies, Growth, and Welfare in a Stochastic Economy
• Dynamical properties of a stochastic predator-prey model with functional response
• Stability and bifurcation of two-dimensional stochastic differential equations with multiplicative excitations
• Bifurcation of a class of stochastic delay differential equations
• Observer-based adaptive control of chaos in nonlinear discrete-time systems using time-delayed state feedback
• Confidence domains in the analysis of noise-induced transition to chaos for Goodwin model of business cycles
• Stochastic stability and bifurcation for the chronic state in Marchuk's model with noise
• Stationary probability density and noise-induced transitions in a stochastic host-generalist parasitoid model
• Dynamics and response reshaping of nonlinear predator-prey system undergoing random abrupt disturbances
• Practical exponential stability of stochastic age-dependent capital system with Lévy noise
• Research on nonlinear stochastic dynamical price model

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