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Research on Business Cycles by Chaos Theory

混沌理论研究经济周期

基本信息

批准号：
07630010
负责人：
NISHIMURA Kazuo
金额：
$ 0.9万
依托单位：
KYOTO UNIVERSITY
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (C)
财政年份：
1995
资助国家：
日本
起止时间：
1995 至 1996
项目状态：
已结题

来源：
https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-07630010/
关键词：
Chaos Business Cycle Macro Dynamics 収穫逓増内生的成長

项目摘要

In the field of economic dynamics, the application of dynamical systems has been popular since the begining of 1980's. In the end of 1980's the emphasis was shifted to nonlinear dynamics, in particular chaos theory.By the use of non-linear dynamics, complex economic phenomenons may be explained by a relatively simple model. The purpose of this research is to establish the endogenous theories of business cycles, fertility changes and stock price changes.At the start of this project, I presented a paper on the survey of the literature in the international conference on Economic Dynamics held at Thecnical University of Vienna in Austria, May, 1995. In July I organized the workshop on endogenous growth at Otaru University of Commerce. In January, 1996, I attended the conference on International trade held in Hakone and exchanged information. By then I have collected the emprical date and I was ready to refine the model and start analysis. The survey paper with Gerhard Sorger was accepted by Journal of Nonlinear Dynamics and Econometrics.In 1996, while I started to build the macro economic model and investigate its mathematical properties, I discussed with mathermaticians, engineers and foreign researchers. I visited Cornell University in May, Institute of Mathematics (IMPA) in Brasil in August, New York University in November and presented ongoing research and exchenged information. As a result, in the new macro dynamic model with increasing returns, I obtained conditions for economic growth, business cycles and chaos and could analyze dynamics of growth paths by computer simulations. I am now writing those results as a paper to submit to an international journal.

在经济动力学领域中，动力系统的应用自80年代初开始就很流行。80年代末，非线性动力学，特别是混沌理论的发展，使得复杂的经济现象可以用一个相对简单的模型来解释。本研究的目的是建立经济周期、生育率变化和股票价格变化的内生理论。在本项目开始时，我在1995年5月在奥地利维也纳技术大学举行的经济动力学国际会议上提交了一篇关于文献综述的论文。7月，我在小樽商科大学组织了内生增长研讨会。1996年1月，我参加了在箱根举行的国际贸易会议，并交换了信息。到那时，我已经收集了经验数据，我已经准备好完善模型并开始分析。Gerhard Sorger的调查论文被《非线性动力学与计量经济学杂志》（Journal of Nonlinear Dynamics and Econometrics）接受。1996年，在开始构建宏观经济模型并研究其数学性质的同时，我与数学家、工程师和外国研究人员进行了讨论。我于5月访问了康奈尔大学，8月访问了巴西的数学研究所（IMPA），11月访问了纽约大学，并介绍了正在进行的研究和交流信息。结果，在新的报酬递增的宏观动力学模型中，得到了经济增长、经济周期和混沌的条件，可以通过计算机模拟来分析增长路径的动力学。我现在正在把这些结果写成论文提交给一个国际期刊。