期刊文献+

一个经济周期模型的分岔与混沌 被引量:3

BIFURCATION AND CHAOS IN A BUSINESS CYCLE MODEL
下载PDF
导出
摘要 在Goodwin与Puu的宏观经济思想基础上,得到了一个推广的非线性动力学经济周期系统.首先用数值方法研究了此系统在特定参数条件下的全局分岔行为.然后结合最大Lyapunov指数,详细讨论了系统在分岔过程中动力学特征的转变.通过分析分岔图形发现在某些参数区间内倍周期分岔导致了混沌;在混沌区域内嵌有多个周期窗口;“加速数”值的增加可以促进经济的周期性运动.最后介绍了分岔和混沌分析得到的动力学性质对理解经济波动的应用. Based on the macroeconomic ideas of Goodwin and Puu, this article derived a generalized nonlinear dynamical business cycle system. First, the numerical methods were used to investigate the global bifurcation behaviors of the ,system depending on certain parameters. Then, by means of the largest Lyapunov exponent, the variations of the dynamical characters during the bifurcation were discussed. Through the bifurcation figures,we found the period-doubling bifurcation route to chaos within some parameter intervals, and there were several periodic windows embedded in the chaotic domains. Besides, the increase of "accelcrator" value can improve the cyclical motion of economics. Finally, the potential applications of the dynamical properties by bifurcation and chaos analysis to understanding economic fluctuations were introduced.
作者 赵俊锋 李伟
出处 《动力学与控制学报》 2005年第4期39-43,共5页 Journal of Dynamics and Control
基金 国家自然科学基金(10472091 10332030) 陕西自然科学基金(2003A03)资助项目~~
关键词 经济周期 分岔 混沌 最大LYAPUNOV指数 business cycle, bifurcation, chaos, the largest Lyapunov exponent
  • 相关文献

参考文献10

  • 1[2]Goodwin RM.The non = linear accelerator and the persistence of busings cycles.Eonometrica,1951,19:1 ~ 17
  • 2[3]Hicks JR.Harrod's dynamic theory.Econometrica,1949,16:106121
  • 3[4]Hicks JR.A Contribution to the Theory of the Trade Cycle.Oxford:Oxford University Press,1950
  • 4[5]Puu T,Sushko I.A business cycle model with cubic nonlinearity.Chaos,Solitons and Fractals,2004,19:597~612
  • 5[6]Puu T.Attractors,bifurcations,and chaos-nonlinear phenomena in economics.New York:Springer-Verlag,2003
  • 6[10]Strotz RH,McAnulty JC,Naines JB.Goodwin nonlinear theory of the business cycle:an electro-analog solution.Econometrica,1953,21 (3):22~ 43
  • 7[11]Lorenz HW.Chaotic attractors,chaotic saddles,and fractal basin boundaries:Goodwin's nonlinear accelerator model reconsidered.Chaos,Solitons and Fractals,2002,(13):957~965
  • 8[12]Lucas RE.Econometric policy evaluations:a critique.(In):Brunner K,Meltzer A.H.The Phillips Curve and Labor Markets.Camegie-Rochester Conference Series on Public Policy.Amsterdam:North Holland,1976:19~46
  • 9[14]Arnold L,Wihstutz V.Lyapunov Exponents-a Survey.(In):Arnold L.Wihstutz V.Lyapunov Exponents,Proceedings of a Workshop.Lecture Notes in Mathematics,Berlin:Springer-Verlag,1986
  • 10[15]Wolf A,Swift JB,Swinney HL,Vastano JA.Determining Lyapunov exponents from a time series.Physica D,1985,16:285~317

同被引文献12

引证文献3

二级引证文献6

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部