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~institution:"Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics"
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Continuous-time DSGE models
1
Endogenous cycles and growth
1
Fokker-Planck equations
1
Poisson process
1
Poisson uncertainty
1
Tax effects
1
Volatility measures
1
continuous time uncertainty
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existence
1
existence proof
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stability
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uncertainty in continuous time
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uniqueness
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Bayer, Christian
2
Wälde, Klaus
2
Posch, Olaf
1
Waelde, Klaus
1
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Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
CESifo
11
EconWPA
8
HAL
8
School of Economics and Management, University of Aarhus
8
Cowles Foundation for Research in Economics, Yale University
7
C.E.P.R. Discussion Papers
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
5
Center for Financial Studies
4
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Økonomisk Institut, Københavns Universitet
4
Department of Economics, University of Pennsylvania
3
Economics Department, University of California-Santa Cruz (UCSC)
3
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
3
London School of Economics (LSE)
3
Society for Computational Economics - SCE
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Université Paris-Dauphine (Paris IX)
3
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Department of Applied Economics, Utah State University
2
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2
Department of Economics, Adam Smith Business School
2
Department of Economics, University of Birmingham
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Dipartimento di Economia e Management, Università degli Studi di Pisa
2
Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche
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Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
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East Asian Bureau of Economic Research (EABER)
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Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
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Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
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Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung
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Institut für Weltwirtschaft (IfW)
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Working Papers / Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
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Existence, Uniqueness and Stability of Invariant Distributions in
Continuous-Time
Stochastic Models
Bayer, Christian
;
Waelde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2011
We study a dynamic stochastic general equilibrium model in
continuous
time
. Related work has proven that optimal …
Persistent link: https://www.econbiz.de/10010615396
Saved in:
2
Matching and Saving in
Continuous
Time
: Proofs
Bayer, Christian
;
Wälde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2010
This paper provides the proofs to the analysis of a
continuous
time
match- ing model with saving in Bayer and Wälde …
Persistent link: https://www.econbiz.de/10008544419
Saved in:
3
On the Non-Causal Link between Volatility and Growth
Posch, Olaf
;
Wälde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2010
through which economies with dierent tax levels dier both in their volatility and growth. Using a
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10008544422
Saved in:
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