The problem of Harrodian instability has been crucial for post-Keynesian inspired macro models. The theoretical debate is still open, involving post-Keynesians authors on the one side, and Classical/Marxian economists on the other. Both streams of thought have proposed different mechanisms to tame Harrodian instability, however, the identification of a unified solution seems still far from being achieved.

The purpose of this paper is to introduce a mechanism which takes into account both post-Keynesian and Classical/Marxian instances. A simple extended version of the standard neo-Kaleckian model is introduced by disaggregating the analysis of investments. The latter embeds a capital good sector populated by firms with heterogeneous and adaptive demand expectations.

It is showed that, once the representative firm is replaced by multiple investors, acting in an uncoordinated fashion, the problem of Harrodian instability does not arise. Instead, a process of path dependent non-linear growth with persistent a-periodical fluctuations emerges at the aggregate level. Although grounded on Marxian behavioural assumptions, the model retains all the macroeconomic paradoxes which are at the core of post-Keynesian theory, including the paradox of costs and that of thrift.

Finally, results are showed to be robust both to changes in the parameter settings and to stochasticity by performing Monte-Carlo analysis.