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AN00234610-20110701-0001.pdf
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Download
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:487.5 KB
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| Last updated |
:Nov 4, 2021 |
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Total downloads since Nov 4, 2021 : 546
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| Title |
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内生的景気循環とカオスの非線形マクロ経済モデル
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| Kana |
ナイセイテキ ケイキ ジュンカン ト カオス ノ ヒセンケイ マクロ ケイザイ モデル
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Naiseiteki keiki junkan to kaosu no hisenkei makuro keizai moderu
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| Title |
A nonlinear macroeconomic model of endogenous cycles and chaos
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| Creator |
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福岡, 正夫
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| Kana |
フクオカ, マサオ
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Fukuoka, Masao
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| Affiliation |
慶應義塾大学名誉教授
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須田, 伸一
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スダ, シンイチ
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Suda, Shinichi
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| Affiliation |
慶應義塾大学経済学部教授
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慶應義塾経済学会
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| Kana |
ケイオウ ギジュク ケイザイ ガッカイ
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Keio gijuku keizai gakkai
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2011
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三田学会雑誌
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Keio journal of economics
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| Volume |
104
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| Issue |
2
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2011
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| Month |
7
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| Start page |
153(1)
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178(26)
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| Abstract |
本稿は, 標準的なケインズ流マクロ経済モデルに非線形要因をとり込むことによって, 内生的に景気循環ならびにカオス運動が生じる可能性を明らかにしたものである。デイ=シェイファーに準じたモデル設定にもとづき, 任意の周期を持つ周期解の存在を保証する十分条件(定理1)とカオス解の存在を保証する十分条件(定理2)が示されている。証明はリー=ヨークの定理を援用して行われるが, 併せて同定理の証明自体にも立ち入って補足的説明が加えられている。
Introducing non-linear factors in a standard Keynesian macroeconomic model, this study reveals the possibility of the occurrence of endogenous business cycles and chaotic movements.
Based on a model set à la Day and Shafer, we show a sufficient condition to guarantee the existence of a periodic solution with any period (Theorem 1) and a sufficient condition to guarantee the existence of a chaotic solution (Theorem 2).
Although we refer to Lee-York's theorem to perform the proof, we add a complementary explanation to the proof of theorem itself.
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| History |
| Jun 5, 2014 | | フリーキーワード, 本文 を変更 |
| Jul 31, 2015 | | 抄録, 版, 本文 を変更 |
| Nov 2, 2021 | | JaLCDOI を変更 |
| Nov 4, 2021 | | Full text を変更 |
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