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Study of Economic Fluctuations Using the Method of Nonlinear Dynamics

Research Project

Project/Area Number 11630020
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 経済理論
Research InstitutionWaseda University

Principal Investigator

INABA Toshio  Waseda University, School of Education, Professor, 教育学部, 教授 (30120950)

Co-Investigator(Kenkyū-buntansha) TANAKA Hisanori  Waseda University, School of Political Science and Economics, Assistant, 政治経済学部, 助手 (00339665)
WARAGAI Tomoki  Waseda University, School of Education, Professor, 教育学部, 教授 (20267462)
SASAKURA Kazuyuki  Waseda University, School of Political Science and Economics, Professor, 教育学部, 教授 (90235284)
MISAWA Tetsuya  Nagoya City University, Faculty of Economics, Professor, 経済学部, 教授 (10190620)
MATSUMOTO Akio  Chuo University, Department of Economics, Professor, 経済学部, 教授 (50149473)
浅田 統一郎  中央大学, 経済学部, 教授 (20151029)
Project Period (FY) 1999 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥2,400,000 (Direct Cost: ¥2,400,000)
Fiscal Year 2001: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2000: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 1999: ¥900,000 (Direct Cost: ¥900,000)
KeywordsBusiness Cycle / Nonlinear Dynamics / Chaos / Noise / 経済変動 / 非線形差分方程式 / 微分-差分方程式 / 持続可能性 / マクロ動学モデル
Research Abstract

(1) One Dimensional Models
Chaos occurs in a nonlinear cobweb model with normal demand and supply, naive expectations and adaptive production adjustment. We demonstrates the possibility that chaotic fluctuations may be preferable to a steady state for a simple macro disequilibrium model in which inventory can be chaotically fluctuated.
(2) High Dimensional Models
We investigate the global dynamics of two-dimensional Diamond-type overlapping generations model extended to allow for government intervention. We identify conditions under which transverse homoclinic points to the golden rule steady state are generated. We examine by mean of analytical method and numerical simulations the properties of three-dimensional Kaldor-type business cycle models in which a parameter is fluctuated by noise. It is shown that noise may not obscure the underling structures, but also reveal the hidden structures.
(3) New Numerical Approximation Schemes
Composition methods for autonomous stochastic differential equations (SDEs) are formulated to produce numerical approximation schemes for the equations. The new schemes are advantageous to preserve the special character of SDEs numerically and are useful for approximations of the solutions to stochastic nonlinear equations
(4) Alternative Approaches and Models
We investigate various alternative approaches and models. For example, percolation theory is employed to model stock price fluctuations.

Report

(4 results)
  • 2001 Annual Research Report   Final Research Report Summary
  • 2000 Annual Research Report
  • 1999 Annual Research Report
  • Research Products

    (47 results)

All Other

All Publications (47 results)

  • [Publications] A.Matsumoto, T.Inaba, T.Misawa, T.Asada: "Window Implies Chaos while Chaos implies cycles"Proceedings of International Symposium on Nonlinear Theory and its Applications. vol.2. 539-542 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 浅田統一郎, 三沢哲也, 稲葉敏夫: "変動相場制のマクロ動学分析"中央大学経済研究所年報. 第30号. 63-77 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Asada, T.Inaba, T.Misawa: "A Nonlinear Macrodynamic Model with Fixed Exchange Rates"Discrete Dynamics in Nature and Society. vol.4. 319-331 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Asada, T.Misawa, T.Inaba: "Chaotic Dynamics in a Flexible Exchange Rate System"Discrete Dynamics in Nature and Society. vol.4. 309-317 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Asada, T.Misawa, T.Inaba: "Nonlinear Economic Dynamics in a Two-Lountry Model"Proceedings of International Symposium on Nonlinear Theory and its Applications. vol.2. 515-518 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Asada, H.Yoshida: "Nonlinear Dynamics of Policy Lag in Simple Macroeconomics Model"Proceedings of International Symposium on Nonlinear Theory and its Applications. vol.2. 523-526 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 笹倉和幸: "利子率と資産市場"現代経済論叢(松本正信他編者,学文社). 73-88 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] M.Yokoo: "Chaotic Dynamics in a Two-Dimensional Overlapping Generations Model"Journal of Economic Dynamics and Control. 24. 909-934 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] M.Yokoo: "Chaotic Dynamics in a Two-Dimensional Overlapping Generations Model"Journal of Economic Dynamics and Control. 24. 909-934 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Onozaki, G.Sieg, M.Yokoo: "Complex Dynamics in a Cobweb Model with Adaptive Production Adjustment"Journal of Economic Behavior and organization. 41. 101-115 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 藁谷友紀: "企業・経営モデル"企業と経営(二神恭一編著,八千代出版). 60-67 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Misawa: "Numerical Integration of stochastic Differential Equations by Composition methods"京都大学数理解析研究所講究録. 1180. 166-190 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K.Sasakura: "A New Perspective on the Generating Mechanism of the Business Cycle"Waseda Economic Papers. No.40. 13-26 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 稲葉敏夫, 浅田統一郎, 三沢哲也: "Nonlinear Macroeconomic Dynamics : A Study of Noise Effects"電子情報通信学会・信学技報. NLP2001-64. 79-88 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] A.Matsumoto: "Can Inventory Chaos be Welfare Improring?"International Journal of Production Economics. vol.71. 31-43 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Misawa: "A Lie Algebraic Approach to Numerical Integration of Stochastic Differential Equations"SIAM J.Sci.Comput.. Vol.23, No.3. 866-890 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] H.Tanaka: "Iterated Elimination and No Frade Theorem"京都大学数理解析研究所講究録. 1215. 182-194 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 田中久稔: "株価変動のパーコレーションモデル"京都大学数理解析研究所講究録. 1215(近刊).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 藁谷友紀: "企業活動からみた広報"電子メディア時代の広報(林利隆他編,早稲田大学出版部). (近刊).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] A. Matsumoto, T. Inaba, T. Misawa and T. Asada: "Window Implies Chaos while Chaos Implies Cycles"Proceedings of International Symposium on Nonlinear Theory and its Applications. Vol. 2. 539-542 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Asada, T. Inaba, and T. Misawa: "A Nonlinear Macrodynamic Model with Fixed Exchange Rates : Its Dynamics and Noise Effects"Discrete Dynamics in Nature and Society. Vol. 4. 319-331 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Asada, T. Misawa and T. Inaba: "Chaotic Dynamics in a Flexible Exchange Rate System : A Study of Noise Effects"Discrete Dynamics in Nature and Society. Vol. 4. 309-317 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Asada, T. Misawa and T. Inaba: "Nonlinear Economic Dynamics in a Two-Country Model with Fixed Exchange Rates"Proceedings of International Symposium on Nonlinear Theory and its Applications. Vol. 2. 515-518 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] A. Matsumoto: "Rise and Fall of Easter Island"Proceedings of International Symposium on Nonlinear Theory and its Applications. Vol. 2. 519-522 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Asada and H. Yoshida: "Nonlinear Dynamics of Policy Lag in Simple Macroeconomic Models"Proceedings of International Symposium on Nonlinear Theory and its Applications. Vol. 2. 523-5 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] A. Matsumoto: "Ergodic Chaos in a Piecewise Linear Cobweb Model"in Commerce, Complexity, and Evolution, ed. by W. Barnett et al., Cambridge University Press. 253-266 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] M. Yokoo: "Chaotic Dynamics in a Two-Dimensional Overlapping Generations Model"Journal of Economic Dynamics and Control 24. 909-934 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Onozaki, G. Sieg and M. Yokoo: "Complex Dynamics in a Cobweb Model with Adaptive Production Adjustment"Journal of Economic Behavior and Organization 41. 101-115 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Misawa: "Numerical Integration of Stochastic Differential Equations by Composition Methods"RIMS Koukyuroku. 166-190 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K. Sasakura: "A New Perspective on the Generating Mechanism of the Business Cycle"Waseda Economic Papers. No. 40. 13-26 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Inaba, T. Asada, and T. Misawa: "Nonlinear Macroeconomic Dynamics : A Study of Noise Effects"IEICE (in Japanese). NLP2001-64. 79-88 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] A. Matsumoto: "Can Inventory Chaos be Welfare Improving?"International Journal of Production Economics. Vol. 71. 31-43 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T. Misawa: "A Lie Algebraic Approach to Numerical Integration of Stochastic Differential Equations"SIAMJ. Sci. Comput.. Vol. 23, No. 3. 866-890 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] H. Tanaka: "Iterated Elimination and No Trade Theorem"RIMS Koukyuroku. 1215. 182-194 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] H. Tanaka: "A Percolation Model of Stock Price Fluctuations"RIMS Koukyuroku (in Japanese). (forthcoming). (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 稲葉敏夫, 浅田統一郎, 三沢哲也: "Nonlinear Macroeconomic Dynamics : A study of Noise Effects"電子情報通信学会・信学技報. NLP2001-64. 79-88 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] A.Matsumoto: "Can Inventory Chaos be Welfare Improring?"International J. of Production Economics. Vol.71. 31-43 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] T.Misawa: "A Lie Algebraic Approach to Numerical Integration of Stochastic Differential Equations"SIAM J. Sci. Comput.. Vol.23,No.3. 866-890 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] H.Tanaka: "Iterated Elimination and No Tracle Theorem"京都大学数理解析研究所講究録. 1215. 182-194 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] H.Tanaka: "A Percolation Model of Stock Price Fluctuations"京都大学数理解析研究所講究録. (近刊). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] T.Asada,T.Misawa,T.Inaba: "Chaotic Dynamics in a Flexible Exchange Rate System"Discrete Dynamics in Nature and Society. Vol.4. 309-317 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] -: "Nonlinear Economic Dynamics in a Two-Country Model with Fixed Exchange Rates"Proceedings of 2000 International Symposium on Nonlinear Theory and its Applications. Vol.2. 515-518 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Asada,H.Yoshida: "Nonlinear Dynamics of Policy Lag in Simple Macroeconomic Models"- . Vol.2. 523-526 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] A.Matsumoto: "Rise and Fall of Easter Island"-. Vol.2. 519-522 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Misawa: "Energy Conservative stochastic difference shemes for stochastic Hamilton dynamical systems"Japan Journal of Industrial and Applied Mathematics. Vol.17. 119-128 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 松本昭夫,稲葉敏夫,三沢哲也,浅田統一郎: "Windows implies Chaos while Chaos implies Cycles"Proceedings of 1999 International Symposium on Nonlinear Theory and its Applications. Vol.2. 539-542 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 浅田統一郎,三沢哲也,稲葉敏夫: "Chaotic Dynamics in a Flexible Exchange Rate System"Discrete Dynamics in Nature and Society. (近刊). (2000)

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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