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Odd Period Cycles and Ergodic Properties in Price Dynamics for an Exchange Economy

Odd Period Cycles and Ergodic Properties in Price Dynamics for an Exchange Economy

In the first part of this paper (Sections 1-4), we study a standard exchange economy model with Cobb-Douglas type consumers and give a necessary and sufficient condition for the existence of an odd period cycle in the Walras-Samuelson (tatonnement) price adjustment process. We also give a sufficient condition for a …