Архив публикаций


XXIII-ая конференция

Индуцированные шумом переходы в модели бизнес циклов Калдора

Ряшко Л.Б., Рязанова Т.В.

Уральский федеральный университет, Ленина, 51, Екатеринбург, Россия, (343) 350-75-41

1  стр. (принято к публикации)

We consider the macroeconomic Kaldor-type dynamical model [1] under random disturbances.

A full parametrical analysis of equilibria and cycles of the deterministic model is developed and zones of co-existing of stable attractors are found.

We study the probabilistic properties of stochastic attractors using the stochastic sensitivity function technique [2]. A phenomenon of the noise-induced generation of mixed-mode oscillations in zones of a single attractor (equilibrium or cycle) under additive noise is observed. In zones of co-existing of stable attractors transitions between these attractors caused by additive noise are studied using confidence domain method [2]. In the case of the influence of parametrical noise on the system phenomena of stabilization and transition to chaos are found.

The work was supported by Government of the Russian Federation (Act 211, contract № 02.A03.21.0006)


1. Kaldor N.A. A model of the trade cycle. // Economic Journal, 50, 1940. 78-92.

2. Bashkirseva I.A., Ryashko L.B. Sensitivity analysis of stochastic attractors and noise-induced transitions for population model with Allee effect. // Chaos, 21, 2011. 047514.

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