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Stochastic growth under Wiener and Poisson uncertainty

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  • Steger, Thomas M.

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 86 (2005)
Issue (Month): 3 (March)
Pages: 311-316

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Handle: RePEc:eee:ecolet:v:86:y:2005:i:3:p:311-316

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Web page: http://www.elsevier.com/locate/ecolet

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References

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  1. Aghion, P. & Howitt, P., 1989. "A Model Of Growth Through Creative Destruction," Working papers 527, Massachusetts Institute of Technology (MIT), Department of Economics.
  2. Weil, Philippe, 1990. "Nonexpected Utility in Macroeconomics," The Quarterly Journal of Economics, MIT Press, vol. 105(1), pages 29-42, February.
  3. Dorfman, Robert, 1969. "An Economic Interpretation of Optimal Control Theory," American Economic Review, American Economic Association, vol. 59(5), pages 817-31, December.
  4. Aghion, Philippe & Howitt, Peter, 1992. "A Model of Growth Through Creative Destruction," Scholarly Articles 12490578, Harvard University Department of Economics.
  5. Aude Pommeret & Anne Epaulard, 2001. "Recursive Utility, Endogenous Growth, and the Welfare Cost of Volatility," IMF Working Papers 01/5, International Monetary Fund.
  6. Walde, Klaus, 1999. "Optimal Saving under Poisson Uncertainty," Journal of Economic Theory, Elsevier, vol. 87(1), pages 194-217, July.
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Cited by:
  1. Sennewald, Ken, 2005. "Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility," Dresden Discussion Paper Series in Economics 03/05, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  2. Raouf Boucekkine & Giorgio Fabbri & Patrick Pintus, 2013. "Growth and financial liberalization under capital collateral constraints: The striking case of the stochastic AK model with CARA preferences," Documents de recherche 13-11, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  3. Thomas M. Steger & Lucas Bretschger, 2005. "Globalization, the volatility of intermediate goods prices and economic growth," CER-ETH Economics working paper series 05/40, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  4. LAFFORGUE Gilles, 2006. "On the Effects of Stochastic Technical Change on Optimal Sustainable Growth Paths with Exhaustible Resource," LERNA Working Papers 06.02.195, LERNA, University of Toulouse.
  5. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, School of Economics and Management, University of Aarhus.
  6. Susanne Soretz, 2007. "Efficient Dynamic Pollution Taxation in an Uncertain Environment," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 36(1), pages 57-84, January.
  7. Sennewald, Ken & Wälde, Klaus, 2005. ""Itô's Lemma" and the Bellman equation: An applied view," Dresden Discussion Paper Series in Economics 04/05, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  8. Lafforgue, Gilles, 2008. "Stochastic technical change, non-renewable resource and optimal sustainable growth," Resource and Energy Economics, Elsevier, vol. 30(4), pages 540-554, December.
  9. Posch, Olaf, 2011. "Risk premia in general equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1557-1576, September.
  10. Ken Sennewald & Klaus Wälde, 2006. "“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View," Journal of Economics, Springer, vol. 89(1), pages 1-36, October.
  11. Klaus Wälde, 2009. "Production Technologies in Stochastic Continuous Time Models," CESifo Working Paper Series 2831, CESifo Group Munich.
  12. Sennewald, Ken, 2007. "Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1106-1131, April.
  13. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  14. Robert Feicht & Wolfgang Stummer, 2010. "Complete Closed-form Solution to a Stochastic Growth Model and Corresponding Speed of Economic Recovery preliminary," DEGIT Conference Papers c015_041, DEGIT, Dynamics, Economic Growth, and International Trade.

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