Narrow search
Showing 1 - 10 of 47,563
Cover Image
Recursive Utility in a Markov Environment with Stochastic Growth
Hansen, Lars Peter - 2012
Recursive utility models of the type introduced by Kreps and Porteus (1978) are used extensively in applied research in … deviation bounds for tail events for stochastic consumption growth and preferences induced by recursive utility …
Persistent link: https://www.econbiz.de/10013110326
Cover Image
Stochastic optimal growth model with risk sensitive preferences
Bäuerle, Nicole; Jaśkiewicz, Anna - In: Journal of economic theory 173 (2018), pp. 181-200
Persistent link: https://www.econbiz.de/10011941621
Cover Image
The iterative nature of a class of economic dynamics
Wang, Shilei - In: Czech economic review : acta Universitatis Carolinae … 9 (2015) 1/3, pp. 155-168
Persistent link: https://www.econbiz.de/10011579949
Cover Image
Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
Liao, Zhong-Wei; Shao, Jinghai - In: Journal of mathematical economics 111 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015071631
Cover Image
Regime-switching sunspot equilibria in a one-sector growth model with aggregate decreasing returns and small externalities
Kamihigashi, Takashi - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 125-146). 2017
Persistent link: https://www.econbiz.de/10011850370
Cover Image
Regime switching optimal growth model with risk sensitive preferences
Goswami, Anindya; Rana, Nimit; Siu, Tak Kuen - In: Journal of mathematical economics 101 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013539016
Cover Image
Risk-sensitive and mean variance optimality in Markov decision processes
Sladký, Karel - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 146-161
Persistent link: https://www.econbiz.de/10010341117
Cover Image
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - 2013
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10010126857
Cover Image
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Cover Image
Stochastic heavy ball
Gadat, Sébastien; Panloup, Fabien; Saadane, Sofiane - 2016
Persistent link: https://www.econbiz.de/10012220184