A volatility bound for endogenous business cycles: the case of even period lives with additive utility in a monetary economy
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Grandmont, Jean-Michel, 1985.
"On Endogenous Competitive Business Cycles,"
Econometrica, Econometric Society, vol. 53(5), pages 995-1045, September.
- Grandmont Jean-michel, 1983. "On endogenous competitive business cycles," CEPREMAP Working Papers (Couverture Orange) 8316, CEPREMAP.
- Cass, David & Shell, Karl, 1983. "Do Sunspots Matter?," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 193-227, April.
- Boldrin, Michele & Woodford, Michael, 1990.
"Equilibrium models displaying endogenous fluctuations and chaos : A survey,"
Journal of Monetary Economics, Elsevier, vol. 25(2), pages 189-222, March.
- Michele Boldrin & Michael Woodford, 1988. "Equilibruim Models Displaying Endogenous Fluctuations and Chaos: A Survey," UCLA Economics Working Papers 530, UCLA Department of Economics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hippolyte D'Albis & Emmanuelle Augeraud-Veron, 2008.
"Endogenous Retirement and Monetary Cycles,"
Mathematical Population Studies, Taylor & Francis Journals, vol. 15(4), pages 214-229.
- D'ALBIS Hippolyte & AUGERAUD-VERON Emmanuelle, 2007. "Endogenous Retirement and Monetary Cycles," LERNA Working Papers 07.14.235, LERNA, University of Toulouse.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron, 2008. "Endogenous Retirement and Monetary Cycles," Post-Print hal-00424801, HAL.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bhattacharya, Joydeep & Russell, Steven, 2003.
"Two-period cycles in a three-period overlapping generations model,"
Journal of Economic Theory, Elsevier, vol. 109(2), pages 378-401, April.
- Bhattacharya, Joydeep & Russell, Steven, 2002. "Two-Period Cycles in a Three-Period Overlapping Generations Model," Staff General Research Papers Archive 10250, Iowa State University, Department of Economics.
- Rousakis, Michael, 2012. "Implementation Cycles: Investment-Specific Technological Change and the Length of Patents," Economic Research Papers 270656, University of Warwick - Department of Economics.
- Tomohiro HIRANO & Joseph E. Stiglitz, 2021.
"Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions,"
CIGS Working Paper Series
21-009E, The Canon Institute for Global Studies.
- Tomohiro Hirano & Joseph E. Stiglitz, 2022. "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," NBER Working Papers 29745, National Bureau of Economic Research, Inc.
- Tomohiro Hirano & Joseph E. Stiglitz, 2021. "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," Discussion Papers 2201, Centre for Macroeconomics (CFM).
- Bossi, Luca & Gomis-Porqueras, Pere, 2009.
"Consequences Of Modeling Habit Persistence,"
Macroeconomic Dynamics, Cambridge University Press, vol. 13(3), pages 349-365, June.
- Pere Gomis-Porqueras & Luca Bossi, 2005. "Consequences of Modeling Habit Persistence," Working Papers 0605, University of Miami, Department of Economics, revised 27 Apr 2007.
- Luca Bossi & Pere Gomis-Porqueras, 2008. "Consequences of Modeling Habit Persistence," Working Papers 0701, University of Miami, Department of Economics.
- Michael Assous & Pedro Garcia Duarte, 2017. "Challenging Lucas: from overlapping generations to infinite-lived agent models," Working Papers, Department of Economics 2017_03, University of São Paulo (FEA-USP).
- Bullard, James & Butler, Alison, 1993.
"Nonlinearity and Chaos in Economic Models: Implications for Policy Decisions,"
Economic Journal, Royal Economic Society, vol. 103(419), pages 849-867, July.
- James B. Bullard & Alison Butler, 1992. "Nonlinearity and chaos in economic models: implications for policy decisions," Working Papers 1991-002, Federal Reserve Bank of St. Louis.
- Rousakis, Michael, 2012. "Implementation Cycles : Investment-Specific Technological Change and the Length of Patents," The Warwick Economics Research Paper Series (TWERPS) 983, University of Warwick, Department of Economics.
- Grandmont, Jean-Michel, 1998. "Introduction to Market Psychology and Nonlinear Endogenous Business Cycles," Journal of Economic Theory, Elsevier, vol. 80(1), pages 1-13, May.
- Gomes, Orlando, 2008.
"Too much of a good thing: Endogenous business cycles generated by bounded technological progress,"
Economic Modelling, Elsevier, vol. 25(5), pages 933-945, September.
- Gomes, Orlando, 2006. "Too much of a good thing: endogenous business cycles generated by bounded technological progress," MPRA Paper 2845, University Library of Munich, Germany.
- Hippolyte D'Albis & Emmanuelle Augeraud-Veron, 2008.
"Endogenous Retirement and Monetary Cycles,"
Mathematical Population Studies, Taylor & Francis Journals, vol. 15(4), pages 214-229.
- D'ALBIS Hippolyte & AUGERAUD-VERON Emmanuelle, 2007. "Endogenous Retirement and Monetary Cycles," LERNA Working Papers 07.14.235, LERNA, University of Toulouse.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron, 2008. "Endogenous Retirement and Monetary Cycles," Post-Print hal-00424801, HAL.
- Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008.
"E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics,"
Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
- Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tarishi Matsuoka, 2011. "Temporary Bubbles and Discount Window Policy," KIER Working Papers 802, Kyoto University, Institute of Economic Research.
- Christiano, Lawrence J. & G. Harrison, Sharon, 1999.
"Chaos, sunspots and automatic stabilizers,"
Journal of Monetary Economics, Elsevier, vol. 44(1), pages 3-31, August.
- Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, sunspots, and automatic stabilizers," Staff Report 214, Federal Reserve Bank of Minneapolis.
- Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, sunspots, and automatic stabilizers," Working Paper Series, Macroeconomic Issues WP-96-16, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, Sunspots, and Automatic Stabilizers," NBER Working Papers 5703, National Bureau of Economic Research, Inc.
- Grandmont, Jean-Michel, 1986.
"Stabilizing competitive business cycles,"
Journal of Economic Theory, Elsevier, vol. 40(1), pages 57-76, October.
- Grandmont Jean-michel, 1985. "Stabilizing competitive business cycles," CEPREMAP Working Papers (Couverture Orange) 8518, CEPREMAP.
- S. Rao Aiyagari, 1989.
"Can There Be Short-Period Deterministic Cycles When People Are Long Lived?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(1), pages 163-185.
- S. Rao Aiyagari, 1988. "Can there be short-period deterministic cycles when people are long lived?," Staff Report 114, Federal Reserve Bank of Minneapolis.
- William A. Barnett, 2000.
"Perspective on the Current State of Macroeconomic Theory,"
Contributions to Economic Analysis, in: The Theory of Monetary Aggregation, pages 593-605,
Emerald Group Publishing Limited.
- William A. Barnett, 1996. "A Perspective on the Current State of Macroeconomic Theory," Macroeconomics 9602003, University Library of Munich, Germany.
- William Barnett, 2012. "A Perspective on the Current State of Macroeconomic Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201218, University of Kansas, Department of Economics, revised Sep 2012.
- Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle, 2018.
"Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets,"
Research in Economics, Elsevier, vol. 72(1), pages 117-146.
- Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire, 2004. "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets," Working Papers 2004-12, Center for Research in Economics and Statistics.
- Calvet, Laurent E., 2001.
"Incomplete Markets and Volatility,"
Journal of Economic Theory, Elsevier, vol. 98(2), pages 295-338, June.
- Laurent E. Calvet, 1999. "Incomplete Markets and Volatility," Harvard Institute of Economic Research Working Papers 1865, Harvard - Institute of Economic Research.
- Laurent-Emmanuel Calvet, 2001. "Incomplete Markets and Volatility," Post-Print hal-00477462, HAL.
- Grandmont, Jean-Michel, 2008.
"Nonlinear difference equations, bifurcations and chaos: An introduction,"
Research in Economics, Elsevier, vol. 62(3), pages 122-177, September.
- Grandmont Jean-michel, 1988. "Nonlinear difference equations bifurcations and chaos : an introduction," CEPREMAP Working Papers (Couverture Orange) 8811, CEPREMAP.
- Jean-Michel Grandmont, 2008. "Nonlinear Difference Equations, Bifurcations and Chaos: An Introduction," Working Papers 2008_23, Department of Economics, University of Venice "Ca' Foscari".
- Jean-Michel Grandmont, 2008. "Nonlinear Difference Equations, Bifurcation and Chaos : An Introduction"," Working Papers 2008-19, Center for Research in Economics and Statistics.
- Yokoo, Masanori, 2000. "Chaotic dynamics in a two-dimensional overlapping generations model," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 909-934, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:61:y:1998:i:3:p:339-344. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.