Analysis of stochastic dynamics in discrete-time macroeconomic Kaldor model

DOI10.20537/VM150107zbMATH Open1332.39016OpenAlexW2498157981MaRDI QIDQ3466693FDOQ3466693

Authors: Lev Ryashko, A. A. Sysolyatina 

Publication date: 25 January 2016

Published in: Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vuu465

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zbMATH Keywords

chaosbusiness cyclesequilibriastructural stabilitycyclesrandom perturbationsmacroeconomic modelinvariant curvesconfidence ellipsesstochastic sensitivity functionnoise-induced transitionsdiscrete Kaldor model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Discrete version of topics in analysis (39A12) Stochastic systems in control theory (general) (93E03) Bifurcation theory for difference equations (39A28) Stochastic difference equations (39A50) Chaotic behavior of solutions of difference equations (39A33)

Cited In (6)

• Dynamic analysis of two policy lags in a Kaldorian model
• Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model
• Title not available (Why is that?)
• Analysis of stochastic effects in Kaldor-type business cycle discrete model
• A dynamic economic model with discrete time and consumer sentiment
• Analysis of dynamic regimes in stochastically forced Kaldor model

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