[go: up one dir, main page]
create a website
STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE. (2004). Stachurski, John ; Nishimura, Kazuo ; Rudnicki, Ryszard .
In: Department of Economics - Working Papers Series.
RePEc:mlb:wpaper:897.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 33

References cited by this document

Cocites: 22

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. [1] Amir, R. (1997): A New Look at Optimal Growth Under Uncertainty, Journal of Economic Dynamics and Control, 22, 6786.

  2. [10] Foguel, S. R. (1969): The Ergodic Theory of Markov Processes, Van Nostrand Reinhold, New York.
    Paper not yet in RePEc: Add citation now

  3. [11] Futia, C. A. (1982): Invariant Distributions and the Limiting Behavior of Markovian Economic Models, Econometrica, 50, 377408.

  4. [12] Hopenhayn, H. A. and E. C. Prescott (1992): Stochastic Monotonicity and Stationary Distributions for Dynamic Economies, Econometrica, 60, 1387 1406.

  5. [13] Joshi, S. (1997): Turpike Theorems in Nonconvex Nonstationary Environments, International Economic Review, 38 (1), 225248. NONCONVEX OPTIMAL GROWTH 37

  6. [14] Kamihigashi, T. (2003): Almost Sure Convergence to Zero in Stochastic Growth Models, mimeo, RIEB, Kobe University.

  7. [15] Kamihigashi, T. and S. Roy (2003): A Non-smooth, Non-Convex Model of Economic Growth, manuscript.
    Paper not yet in RePEc: Add citation now

  8. [16] Kydland, F. and E. C. Prescott (1982): Time to Build and Aggregate Fluctuations, Econometrica, 50, 13451370.

  9. [17] Lasota, A. and M. C. Mackey, 1994, Chaos, Fractals and Noise: Stochastic Aspects of Dynamics, 2nd edition, Springer-Verlag, New York.
    Paper not yet in RePEc: Add citation now

  10. [18] Long, J. B. and C. I. Plosser (1983): Real Business Cycles, Journal of Political Economy, 91, 3969.

  11. [19] Lucas, R. E. (1986): Adaptive Behavior and Economic Theory, The Journal of Business, Vol. 59, No. 4, 385399.

  12. [2] Amir, R., L.J. Mirman and W.R. Perkins (1991): One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics, International Economic Review, 32 (3), 625644.

  13. [20] Majumdar, M. and T. Mitra (1982): Intertemporal Allocation with Nonconvex Technology, Journal of Economic Theory, 27, 101136.
    Paper not yet in RePEc: Add citation now

  14. [21] Majumdar, M., T. Mitra and Y. Nyarko (1989): Dynamic Optimization Under Uncertainty: Non-convex feasible set in Joan Robinson and Modern Economic Theory, (Ed.) G. R. Feiwel, MacMillan Press, New York.

  15. [22] Mitra, T. and S. Roy (2003): Optimal Exploitation of Resources under Uncertainty and the Extinction of Species, manuscript.

  16. [23] Mirman, L. J. (1970): Two Essays on Uncertainty and Economics, Ph.D. Thesis, University of Rochester.
    Paper not yet in RePEc: Add citation now

  17. [24] Mirman, L. J., O. F. Morand and K. Reffett (2003): A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital, manuscript.

  18. [25] Mirman, L. J. and I. Zilcha (1975): On Optimal Growth under Uncertainty, J. Econ. Theory 11 (1975), 329339.

  19. [26] Prescott, E. C. (2002): Non-Convexities in Quantitative General Equilibrium Studies of Business Cycles, Staff Report No. 312, Federal Reserve Bank of Minneapolis.

  20. [27] Rudnicki, R. (1995): On Asymptotic Stability and Sweeping for Markov Operators, Bulletin of the Polish Academy of Science: Mathematics, 43, 245262.
    Paper not yet in RePEc: Add citation now
  21. [28] Saks, S. (1937): Theory of the Integral, Monografie Matematyezne, Warsaw.
    Paper not yet in RePEc: Add citation now

  22. [29] Schenk-Hopp´e, K. R. (2002): Poverty Traps and Business Cycles in a Stochastic Overlapping Generations Economy with S-shaped Law of Motion. Discussion Paper No. 02-13, Institute of Economics, University of Copenhagen.

  23. [3] Askri, K. and C. Le Van (1998): Differentiability of the Value Function of Nonclassical Optimal Growth Models, Journal of Optimization Theory and Applications, 97 (3), 591604.

  24. [30] Shiryaev, A. N. (1996) Probability Springer-Verlag, New York. 38 KAZUO NISHIMURA, RYSZARD RUDNICKI, AND JOHN STACHURSKI
    Paper not yet in RePEc: Add citation now

  25. [31] Skiba, A. K. (1978): Optimal Growth with a Convex-Concave Production Function, Econometrica, 46, 527539.

  26. [32] Stachurski, J. (2002): Stochastic Optimal Growth with Unbounded Shock, Journal of Economic Theory, 106, 4065.

  27. [33] Stokey, N. L., R. E. Lucas and E. C. Prescott (1989): Recursive Methods in Economic Dynamics, Harvard University Press, Massachusetts. Institute of Economic Research, Kyoto University, Yoshida-honmachi, Sakyo-ku, Kyoto 606-8501, Japan E-mail address: nishimura@kier.kyoto-u.ac.jp Institute of Mathematics, Polish Academy of Sciences and Institute of Mathematics, Silesian University, Bankowa 14, 40007 Katowice, Poland E-mail address: rudnicki@us.edu.pl Center for Operations Research and Econometrics, Universit´e catholique de Louvain, 34 Voie du Roman Pays, 1348 Louvain-la-Neuve, Belgium E-mail address: stachurski@core.ucl.ac.be
    Paper not yet in RePEc: Add citation now

  28. [4] Blume, L., D. Easley and M. OHara (1982): Characterization of Optimal Plans for Stochastic Dynamic Economies, Journal of Economic Theory, 28, 221234.

  29. [5] Borovkov, A.A. (1999): Probability Theory, Taylor and Francis.
    Paper not yet in RePEc: Add citation now

  30. [6] Brock, W. A. and L. Mirman (1972): Optimal Economic Growth and Uncertainty: The Discounted Case, Journal of Economic Theory 4, 479513.

  31. [7] Danthine, J-P. and J. B. Donaldson (1981): Stochastic Properties of Fast vs. Slow Growth Economies, Econometrica, 49 (4), 10071033.

  32. [8] Dechert, W. D. and K. Nishimura (1983): A Complete Characterization of Optimal Growth Paths in an Aggregated Model with Non-Concave Production Function, Journal of Economic Theory, 31, 332354.

  33. [9] Dudley, R. M. (2002): Real Analysis and Probability, Cambridge Studies in Advanced Mathematics No. 74, Cambridge.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The economic impact of legislative complexity and corruption: A cross?country analysis. (2023). di Vita, Giuseppe.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1801-1825.

    Full description at Econpapers || Download paper

  2. Time-consistent renewable resource management with present bias and regime shifts. (2023). Crepin, Anne-Sophie ; Kiran, Chandra ; Arvaniti, Maria.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:207:y:2023:i:c:p:479-495.

    Full description at Econpapers || Download paper

  3. Time-consistent resource management with regime shifts. (2019). Crepin, Anne-Sophie ; Krishnamurthy, Chandra K ; Arvaniti, Maria.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:19-329.

    Full description at Econpapers || Download paper

  4. On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty. (2018). Woźny, Łukasz ; Wony, Ukasz ; Reffett, Kevin ; Balbus, Ukasz.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:176:y:2018:i:c:p:293-310.

    Full description at Econpapers || Download paper

  5. Endogenous information acquisition in Bayesian games with strategic complementarities. (2016). AMIR, Rabah ; Lazzati, Natalia.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:163:y:2016:i:c:p:684-698.

    Full description at Econpapers || Download paper

  6. Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset. (2015). Rincón-Zapatero, Juan Pablo ; Josa-Fombellida, Ricardo ; Rincon-Zapatero, Juan .
    In: Economic Theory.
    RePEc:spr:joecth:v:59:y:2015:i:1:p:61-108.

    Full description at Econpapers || Download paper

  7. Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment. (2012). Woźny, Łukasz ; Reffett, Kevin ; Balbus, Łukasz ; Wony, Ukasz.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:2:p:115-132.

    Full description at Econpapers || Download paper

  8. Essays on optimal allocation of resources by governments. (2010). Bishnu, Monisankar.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201001010800002441.

    Full description at Econpapers || Download paper

  9. Economic Dynamics: Theory and Computation. (2009). Stachurski, John.
    In: MIT Press Books.
    RePEc:mtp:titles:0262012774.

    Full description at Econpapers || Download paper

  10. An envelope theorem and some applications to discounted Markov decision processes. (2008). Raul Montes-De-Oca, ; Cruz-Suarez, Hugo.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:67:y:2008:i:2:p:299-321.

    Full description at Econpapers || Download paper

  11. Optimal investment policy with fixed adjustment costs and complete irreversibility. (2007). Roys, Nicolas.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:29/07.

    Full description at Econpapers || Download paper

  12. Stochastic optimal growth with nonconvexities. (2006). Stachurski, John ; Nishimura, Kazuo ; Rudnicki, Ryszard .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:1:p:74-96.

    Full description at Econpapers || Download paper

  13. Theory of Stochastic Optimal Economic Growth. (2005). Roy, Santanu ; Olson, Lars.
    In: Working Papers.
    RePEc:ags:umdrwp:28601.

    Full description at Econpapers || Download paper

  14. STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE. (2004). Stachurski, John ; Nishimura, Kazuo ; Rudnicki, Ryszard .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:897.

    Full description at Econpapers || Download paper

  15. Small noise asymptotics for a stochastic growth model. (2004). Williams, Noah.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:119:y:2004:i:2:p:271-298.

    Full description at Econpapers || Download paper

  16. A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital. (2004). Reffett, Kevin ; Morand, Olivier ; mirman, leonard.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000224.

    Full description at Econpapers || Download paper

  17. Small Noise Asymptotics for a Stochastic Growth Model. (2003). Williams, Noah.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10194.

    Full description at Econpapers || Download paper

  18. The stochastic turnpike property without uniformity in convex aggregate growth models. (2003). JOSHI, SUMIT.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:7:p:1289-1315.

    Full description at Econpapers || Download paper

  19. Stochastic Optimal Growth with Unbounded Shock. (2002). Stachurski, John.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:106:y:2002:i:1:p:40-65.

    Full description at Econpapers || Download paper

  20. Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth.. (2001). Stachurski, John.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:788.

    Full description at Econpapers || Download paper

  21. Stochastic Optimal Growth with Unbounded Shock.. (2001). Stachurski, John.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:777.

    Full description at Econpapers || Download paper

  22. Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock.. (2000). Stachurski, John.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:746.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 12:11:49 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.