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person:"Stachurski, John"
~person:"De la Croix, David"
~person:"Elbers, Chris"
~person:"Roy, Santanu"
~person:"Ruiz Tamarit, José Ramón"
~person:"Sorger, Gerhard"
~subject:"Stochastic process"
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Search: subject_exact:"Optimales Wachstum"
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Stachurski, John
De la Croix, David
Elbers, Chris
Roy, Santanu
Ruiz Tamarit, José Ramón
Sorger, Gerhard
Evstigneev, Igor V.
4
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3
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1
Optimality of Ramsey-Euler policy in the stochastic growth model
Mitra, Tapan
;
Roy, Santanu
- In:
Journal of economic theory
172
(
2017
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011777033
Saved in:
2
Solving the discrete-time stochastic Ramsey model
Elbers, Chris
-
2009
This note describes methods for solving deterministic and stochastic versions of the discrete-time Ramsey model of economic growth. We derive an iterative procedure for solving the Euler equation and apply it to an example adapted from Pan (2007).
Persistent link: https://www.econbiz.de/10011377604
Saved in:
3
Solving the Discrete-Time Stochastic Ramsey Model
Elbers, Chris
-
2009
This note describes methods for solving deterministic and stochastic versions of the discrete-time Ramsey model of economic growth. We derive an iterative procedure for solving the Euler equation and apply it to an example adapted from Pan (2007)
Persistent link: https://www.econbiz.de/10012718935
Saved in:
4
Theory of Stochastic Optimal Economic Growth
Olson, Lars J.
;
Roy, Santanu
-
2005
Persistent link: https://www.econbiz.de/10014067632
Saved in:
5
Nonlinear dynamics in equilibrium models : chaos, cycles and indeterminacy ; selected papers of Kazuo Nishimura
Nishimura, Kazuo
(
honouree
);
Stachurski, John
(
ed.
)
-
2012
-
1., st Edition.
Persistent link: https://www.econbiz.de/10009492445
Saved in:
6
Nonlinear Dynamics in Equilibrium Models : Chaos, Cycles and Indeterminacy
Stachurski, John
-
2012
Optimal Growth and Endogenous Cycles -- Optimal Growth and Chaotic Dynamics -- Global Dynamics in Optimal Growth Models -- Dynamic Models with Non-concave Technologies -- Stochastic Optimal Growth Models -- Indeterminancy in Exogenous Growth Models -- Interdeterminancy in Endogenous Growth Models
Persistent link: https://www.econbiz.de/10013522947
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