Advanced Search
MyIDEAS: Login to save this article or follow this journal

Recursive utility and optimal growth under uncertainty

Contents:

Author Info

  • Joshi, Sumit

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6VBY-3YCN1S9-9/2/cfcdcf92ec8308bd3aeecd1b7c6cf063
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 24 (1995)
Issue (Month): 6 ()
Pages: 601-617

as in new window
Handle: RePEc:eee:mateco:v:24:y:1995:i:6:p:601-617

Contact details of provider:
Web page: http://www.elsevier.com/locate/jmateco

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Boud, John III, 1990. "Recursive utility and the Ramsey problem," Journal of Economic Theory, Elsevier, Elsevier, vol. 50(2), pages 326-345, April.
  2. Epstein, Larry G & Hynes, J Allan, 1983. "The Rate of Time Preference and Dynamic Economic Analysis," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 91(4), pages 611-35, August.
  3. Streufert, Peter A, 1990. "Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 57(1), pages 79-97, January.
  4. Dutta, Prajit K., 1987. "Capital deepening and impatience equivalence in stochastic aggregative growth models," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 11(4), pages 519-530, December.
  5. L. W. McKenzie, 2010. "Turnpike Theory," Levine's Working Paper Archive 1389, David K. Levine.
  6. Tapan Mitra & Yaw Nyarko, 1991. "On the existence of optimal processes in non-stationary environments," Journal of Economics, Springer, Springer, vol. 53(3), pages 245-270, October.
  7. Brock, William A. & Mirman, Leonard J., 1972. "Optimal economic growth and uncertainty: The discounted case," Journal of Economic Theory, Elsevier, Elsevier, vol. 4(3), pages 479-513, June.
  8. Dechert, W. Davis & Nishimura, Kazuo, 1983. "A complete characterization of optimal growth paths in an aggregated model with a non-concave production function," Journal of Economic Theory, Elsevier, Elsevier, vol. 31(2), pages 332-354, December.
  9. Radner, Roy, 1973. "Optimal stationary consumption with stochastic production and resources," Journal of Economic Theory, Elsevier, Elsevier, vol. 6(1), pages 68-90, February.
  10. Majumdar, Mukul & Zilcha, Itzhak, 1987. "Optimal growth in a stochastic environment: Some sensitivity and turnpike results," Journal of Economic Theory, Elsevier, Elsevier, vol. 43(1), pages 116-133, October.
  11. Danthine, Jean-Pierre & Donaldson, John B., 1985. "A note on the effects of capital income taxation on the dynamics of a competitive economy," Journal of Public Economics, Elsevier, Elsevier, vol. 28(2), pages 255-265, November.
  12. David M Kreps & Evan L Porteus, 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory," Levine's Working Paper Archive 625018000000000009, David K. Levine.
  13. Becker, Robert A., 1985. "Capital income taxation and perfect foresight," Journal of Public Economics, Elsevier, Elsevier, vol. 26(2), pages 147-167, March.
  14. Johnsen, Thore H & Donaldson, John B, 1985. "The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1451-58, November.
  15. Epstein, Larry G., 1983. "Stationary cardinal utility and optimal growth under uncertainty," Journal of Economic Theory, Elsevier, Elsevier, vol. 31(1), pages 133-152, October.
  16. Hopenhayn, Hugo A & Prescott, Edward C, 1992. "Stochastic Monotonicity and Stationary Distributions for Dynamic Economies," Econometrica, Econometric Society, Econometric Society, vol. 60(6), pages 1387-406, November.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Kamihigashi, Takashi, 2002. "Externalities and nonlinear discounting: Indeterminacy," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(1), pages 141-169, January.
  2. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers, University of Maryland, Department of Agricultural and Resource Economics 28601, University of Maryland, Department of Agricultural and Resource Economics.
  3. A. Bassanini, 1997. "Localized Technological Change and Path-Dependent Growth," Working Papers, International Institute for Applied Systems Analysis ir97086, International Institute for Applied Systems Analysis.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:24:y:1995:i:6:p:601-617. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.