Endogenous growth and wave-like business fluctuations

This paper argues that observed long lags in innovation implementation rationalize Schumpeter's statement that “wave-like fluctuations in business ... are the form economic development takes in the era of capitalism.” Adding implementation delays to an otherwise standard endogenous growth model...

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Main Authors: Bambi, Mauro, Gozzi, Fausto, Licandro, Omar
Format: Article
Published: Elsevier 2014
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Online Access:https://eprints.nottingham.ac.uk/34424/
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author Bambi, Mauro
Gozzi, Fausto
Licandro, Omar
author_facet Bambi, Mauro
Gozzi, Fausto
Licandro, Omar
author_sort Bambi, Mauro
building Nottingham Research Data Repository
collection Online Access
description This paper argues that observed long lags in innovation implementation rationalize Schumpeter's statement that “wave-like fluctuations in business ... are the form economic development takes in the era of capitalism.” Adding implementation delays to an otherwise standard endogenous growth model with expanding product variety, the equilibrium path admits a Hopf bifurcation where consumption, R&D and output permanently fluctuate. This mechanism is quantitatively consistent with the observed medium-term movements of US aggregate output. In this framework, an optimal allocation may be restored at equilibrium by the mean of a procyclical subsidy, needed to generate additional consumption smoothing. Finally, a procyclical R&D subsidy rate designed to half consumption fluctuations will increase the growth rate from 2.4% to 3.4% with a 9.6% (compensation equivalent) increase in welfare.
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spelling nottingham-344242020-05-04T20:12:47Z https://eprints.nottingham.ac.uk/34424/ Endogenous growth and wave-like business fluctuations Bambi, Mauro Gozzi, Fausto Licandro, Omar This paper argues that observed long lags in innovation implementation rationalize Schumpeter's statement that “wave-like fluctuations in business ... are the form economic development takes in the era of capitalism.” Adding implementation delays to an otherwise standard endogenous growth model with expanding product variety, the equilibrium path admits a Hopf bifurcation where consumption, R&D and output permanently fluctuate. This mechanism is quantitatively consistent with the observed medium-term movements of US aggregate output. In this framework, an optimal allocation may be restored at equilibrium by the mean of a procyclical subsidy, needed to generate additional consumption smoothing. Finally, a procyclical R&D subsidy rate designed to half consumption fluctuations will increase the growth rate from 2.4% to 3.4% with a 9.6% (compensation equivalent) increase in welfare. Elsevier 2014-11 Article PeerReviewed Bambi, Mauro, Gozzi, Fausto and Licandro, Omar (2014) Endogenous growth and wave-like business fluctuations. Journal of Economic Theory, 154 . pp. 68-111. ISSN 0022-0531 Endogenous growth; Endogenous fluctuations; Innovation cycles; Time delays; Medium-term cycles; Hopf bifurcation http://dx.doi.org/10.1016/j.jet.2014.08.004 doi:10.1016/j.jet.2014.08.004 doi:10.1016/j.jet.2014.08.004
spellingShingle Endogenous growth; Endogenous fluctuations; Innovation cycles; Time delays; Medium-term cycles; Hopf bifurcation
Bambi, Mauro
Gozzi, Fausto
Licandro, Omar
Endogenous growth and wave-like business fluctuations
title Endogenous growth and wave-like business fluctuations
title_full Endogenous growth and wave-like business fluctuations
title_fullStr Endogenous growth and wave-like business fluctuations
title_full_unstemmed Endogenous growth and wave-like business fluctuations
title_short Endogenous growth and wave-like business fluctuations
title_sort endogenous growth and wave-like business fluctuations
topic Endogenous growth; Endogenous fluctuations; Innovation cycles; Time delays; Medium-term cycles; Hopf bifurcation
url https://eprints.nottingham.ac.uk/34424/
https://eprints.nottingham.ac.uk/34424/
https://eprints.nottingham.ac.uk/34424/