Keynesian Chaos.
Abstract
This paper shows how chaotic fluctuations can emerge in a dynamic version of the standard fixprice macroeconomic model. The crucial parameters involved induced investment and its sensitivity to interest rates. We use some ideas from the theory of chaos and from ergodic theory to illustrate the fact that apparently random trajectories need not be rare. The paper concludes with some tantalizing hints at how insights on monetary theory and policy might change when comparative dynamics rather than comparative statics are used and when nonlinearities of the kind illustrated in the paper prevail.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1983
- Accession Number
- ADA132836
Entities
People
- Richard H. Day
- Wayne Shafer
Organizations
- University of Wisconsin–Madison