简介
In recent years economists have begun to use the techniques of non-linear dynamics to show that some apparently erratic and turbulent economic phenomena reflect subtle underlying patterns. How do cyclic and chaotic dynamics arise in economic models of equilibrium? How can empirical methods be used to detect nonlinearities and cyclic and chaotic structures in economic models? In examining these questions, this book brings together the most significant work that has been done to date in economics-based chaos theory. Selected here particularly for the economist who is not a specialist in chaos theory, the essays, some previously unpublished and others not widely available, describe a new tool for understanding business cycles, stabilization policy, and forecasting. The contributors to the volume are William J. Baumol, Jess Benhabib, Michele Boldrin, William A. Brock, Richard H. Day, Raymond J. Deneckere, Allan Drazen, Jean-Michel Grandmont, Kenneth L. Judd, Bruno Jullien, Guy Laroque, Blake LeBaron, Bruce McNevin, Luigi Montrucchio, Salih Nefti, Kazuo Nishimura, James B. Ramsey, Pietro Reichlin, Philip Rothman, Chera L. Sayers, Jos A. Scheinkman, Wayne Shafer, William Whitesell, Edward N. Wolff, and Michael Woodford.
目录
introduction p. 3
Equilibrium Models Displaying Endogenous Fluctuations and Chaos A Survey p. 8
Periodic and Aperiodic Behaviour in Discrete One-Dimensional Dynamical Systems p. 44
A Characterization of Erratic Dynamics in the Overlapping Generations Model p. 64
On Endogenous Competitive Business Cycles p. 82
Competitive Business Cycles in an Overlapping Generations Economy with Productive Investment p. 138
Endogenous Fluctuations in a Two-Sector Overlapping Generations Economy p. 158
Recent Theories of the Business Cycle p. 180
Endogenous Cycles with Uncertain Lifespans in Continuous Time p. 199
The Hopf Bifurcation and the Existence and Stability of Closed Orbits in Multisector Models of Optimal Economic Growth p. 206
Sources of Complex Dynamics in Two-Sector Growth Models p. 228
Imperfect Financial Intermediation and Complex Dynamics p. 253
Dynamical Systems that Solve Continuous-Time Concave Optimization Problems p. 277
Stochastic Equilibrium Oscillations p. 289
Cyclical and Chaotic Behavior in a Dynamic Equilibrium Model, with Implications for Fiscal Policy p. 308
Endogenous Business Cycles with Self-Fulfilling Optimism p. 330
Keynesian Chaos p. 339
Feedback Between R&D and Productivity Growth p. 355
Is the Business Cycle Characterized by Deterministic Chaos? p. 374
The Statistical Properties of Dimension Calculations Using Small Data Sets p. 394
Some Evidence on the Non-Linearity of Economic Time Series p. 429
Nonlinear Dynamics and Stock Returns p. 446
List of Contributors p. 475
Equilibrium Models Displaying Endogenous Fluctuations and Chaos A Survey p. 8
Periodic and Aperiodic Behaviour in Discrete One-Dimensional Dynamical Systems p. 44
A Characterization of Erratic Dynamics in the Overlapping Generations Model p. 64
On Endogenous Competitive Business Cycles p. 82
Competitive Business Cycles in an Overlapping Generations Economy with Productive Investment p. 138
Endogenous Fluctuations in a Two-Sector Overlapping Generations Economy p. 158
Recent Theories of the Business Cycle p. 180
Endogenous Cycles with Uncertain Lifespans in Continuous Time p. 199
The Hopf Bifurcation and the Existence and Stability of Closed Orbits in Multisector Models of Optimal Economic Growth p. 206
Sources of Complex Dynamics in Two-Sector Growth Models p. 228
Imperfect Financial Intermediation and Complex Dynamics p. 253
Dynamical Systems that Solve Continuous-Time Concave Optimization Problems p. 277
Stochastic Equilibrium Oscillations p. 289
Cyclical and Chaotic Behavior in a Dynamic Equilibrium Model, with Implications for Fiscal Policy p. 308
Endogenous Business Cycles with Self-Fulfilling Optimism p. 330
Keynesian Chaos p. 339
Feedback Between R&D and Productivity Growth p. 355
Is the Business Cycle Characterized by Deterministic Chaos? p. 374
The Statistical Properties of Dimension Calculations Using Small Data Sets p. 394
Some Evidence on the Non-Linearity of Economic Time Series p. 429
Nonlinear Dynamics and Stock Returns p. 446
List of Contributors p. 475
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