This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Markovian equilibrium in infinite horizon economies with incomplete markets and public policy Author info | Abstract | Publisher info | Download info | Related research | Statistics Datta, Manjira
Mirman, Leonard J.
Morand, Olivier F.
Reffett, Kevin L.
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. 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.
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.
Article provided by Elsevier in its journal Journal of Mathematical Economics .
Volume (Year): 41 (2005)
Issue (Month): 4-5 (August)
Pages: 505-544
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:mateco:v:41:y:2005:i:4-5:p:505-544Contact details of provider: Web page: http://www.elsevier.com/locate/jmateco
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
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.: Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2002.
"Monotone Methods for Markovian Equilibrium in Dynamic Economies ,"
Tinbergen Institute Discussion Papers
02-086/2, Tinbergen Institute.
[Downloadable!]
Other versions: Greenwood Jeremy & Huffman Gregory W., 1995.
"On the Existence of Nonoptimal Equilibria in Dynamic Stochastic Economies ,"
Journal of Economic Theory ,
Elsevier, vol. 65(2), pages 611-623, April.
[Downloadable!] (restricted)
Other versions: Bergin, James & Bernhardt, Dan, 1992.
"Anonymous sequential games with aggregate uncertainty ,"
Journal of Mathematical Economics ,
Elsevier, vol. 21(6), pages 543-562.
[Downloadable!] (restricted)
Other versions: Miao, Jianjun, 2006.
"Competitive equilibria of economies with a continuum of consumers and aggregate shocks ,"
Journal of Economic Theory ,
Elsevier, vol. 128(1), pages 274-298, May.
[Downloadable!] (restricted)
Other versions: Becker, Robert A, 1985.
"Comparative Dynamics in Aggregate Models of Optimal Capital Accumulation ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 100(4), pages 1235-56, November.
[Downloadable!] (restricted)
Mark Huggett, 1995.
"The one-sector growth model with idiosyncratic shocks ,"
Discussion Paper / Institute for Empirical Macroeconomics
105, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Judd, Kenneth L., 1992.
"Projection methods for solving aggregate growth models ,"
Journal of Economic Theory ,
Elsevier, vol. 58(2), pages 410-452, December.
[Downloadable!] (restricted)
Other versions: Milgrom, Paul & Shannon, Chris, 1994.
"Monotone Comparative Statics ,"
Econometrica ,
Econometric Society, vol. 62(1), pages 157-80, January.
[Downloadable!] (restricted)
Other versions: Morand, Olivier F. & Reffett, Kevin L., 2003.
"Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(6), pages 1351-1373, September.
[Downloadable!] (restricted)
Other versions: Manuel S. Santos & Adrian Peralta-Alva, 2003.
"Accuracy Of Simulations For Stochastic Dynamic Models ,"
Economics Working Papers
we034615, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
Other versions: Manuel S. Santos & Jesus Vigo-Aguiar, 1998.
"Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models ,"
Econometrica ,
Econometric Society, vol. 66(2), pages 409-426, March.
Montrucchio, Luigi, 1987.
"Lipschitz continuous policy functions for strongly concave optimization problems ,"
Journal of Mathematical Economics ,
Elsevier, vol. 16(3), pages 259-273, June.
[Downloadable!] (restricted)
Becker, Robert A., 1985.
"Capital income taxation and perfect foresight ,"
Journal of Public Economics ,
Elsevier, vol. 26(2), pages 147-167, March.
[Downloadable!] (restricted)
Hopenhayn, Hugo A & Prescott, Edward C, 1992.
"Stochastic Monotonicity and Stationary Distributions for Dynamic Economies ,"
Econometrica ,
Econometric Society, vol. 60(6), pages 1387-406, November.
[Downloadable!] (restricted)
Mirman, Leonard J. & Zilcha, Itzhak, 1975.
"On optimal growth under uncertainty ,"
Journal of Economic Theory ,
Elsevier, vol. 11(3), pages 329-339, December.
[Downloadable!] (restricted)
Danthine, Jean-Pierre & Donaldson, John B, 1981.
"Stochastic Properties of Fast vs. Slow Growing Economies ,"
Econometrica ,
Econometric Society, vol. 49(4), pages 1007-33, June.
[Downloadable!] (restricted)
Datta, Manjira & Mirman, Leonard J. & Reffett, Kevin L., 2002.
"Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor ,"
Journal of Economic Theory ,
Elsevier, vol. 103(2), pages 377-410, April.
[Downloadable!] (restricted)
Other versions: Coleman, Wilbur John, II, 1990.
"Solving the Stochastic Growth Model by Policy-Function Iteration ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 8(1), pages 27-29, January.
Duran, Jorge, 1997.
"On Dynamic Programming with Unbounded Returns ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1997033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
Other versions: Per Krusell & Anthony A. Smith & Jr., 1998.
"Income and Wealth Heterogeneity in the Macroeconomy ,"
Journal of Political Economy ,
University of Chicago Press, vol. 106(5), pages 867-896, October.
[Downloadable!] (restricted)
Other versions:
Per Krusell & Anthony A. Smith, Jr., .
"Income and Wealth Heterogeneity in the Macroeconomy ,"
GSIA Working Papers
1997-37, Carnegie Mellon University, Tepper School of Business.
Krusell, P & Smith Jr, A-A, 1995.
"Income and Wealth Heterogeneity in the Macroeconomic ,"
RCER Working Papers
399, University of Rochester - Center for Economic Research (RCER).
Becker, Robert & Zilcha, Itzhak, 1997.
"Stationary Ramsey Equilibria under Uncertainty ,"
Journal of Economic Theory ,
Elsevier, vol. 75(1), pages 122-140, July.
[Downloadable!] (restricted)
Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000.
"Computing equilibria in infinite-horizon finance economies: The case of one asset ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 24(5-7), pages 1047-1078, June.
[Downloadable!] (restricted)
Tom Krebs, 2003.
"Human Capital Risk And Economic Growth ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 118(2), pages 709-744, May.
[Downloadable!] (restricted)
Bizer, David S & Judd, Kenneth L, 1989.
"Taxation and Uncertainty ,"
American Economic Review ,
American Economic Association, vol. 79(2), pages 331-36, May.
[Downloadable!] (restricted)
Krebs, Tom, 2004.
"Non-existence of recursive equilibria on compact state spaces when markets are incomplete ,"
Journal of Economic Theory ,
Elsevier, vol. 115(1), pages 134-150, March.
[Downloadable!] (restricted)
Other versions: Coleman, Wilbur John, II, 1991.
"Equilibrium in a Production Economy with an Income Tax ,"
Econometrica ,
Econometric Society, vol. 59(4), pages 1091-1104, July.
[Downloadable!] (restricted)
Other versions: Coleman, Wilbur II, 1997.
"Equilibria in Distorted Infinite-Horizon Economies with Capital and Labor ,"
Journal of Economic Theory ,
Elsevier, vol. 72(2), pages 446-461, February.
[Downloadable!] (restricted)
Tom Krebs, 2006.
"Recursive equilibrium in endogenous growth models with incomplete markets ,"
Economic Theory ,
Springer, vol. 29(3), pages 505-523, November.
[Downloadable!] (restricted)
Other versions: Felix Kubler & Karl Schmedders, 2001.
"Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral ,"
Discussion Papers
1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: Becker, R.A. & Foias, C., 1998.
"Implicit Programming and the Invariant Manifold for Ramsey Equilibria ,"
Papers
98-006, Indiana - Center for Econometric Model Research.
Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004.
"A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital ,"
Levine's Bibliography
122247000000000224, UCLA Department of Economics.
[Downloadable!]
Other versions: Scheinkman, Jose A & Weiss, Laurence, 1986.
"Borrowing Constraints and Aggregate Economic Activity ,"
Econometrica ,
Econometric Society, vol. 54(1), pages 23-45, January.
[Downloadable!] (restricted)
Santos, M.S., 1989.
"Differentiability And Comparative Analysis In Discrete-Time Infinite-Horizon Optimization Problems ,"
UFAE and IAE Working Papers
127-89, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
Aiyagari, S Rao, 1994.
"Uninsured Idiosyncratic Risk and Aggregate Saving ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 109(3), pages 659-84, August.
[Downloadable!] (restricted)
Other versions: Jess Gaspar & Kenneth L. Judd, 1997.
"Solving Large Scale Rational Expectations Models ,"
NBER Technical Working Papers
0207, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Full
references Cited by : (explanations , 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.)
Manjira Datta & Leonard Mirman & Kevin Reffett, .
"Nonclassical Brock-Mirman Economies ,"
Working Papers
2179544, Department of Economics, W. P. Carey School of Business, Arizona State University.
[Downloadable!]
Access and
download statistics Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.
This page was last updated on 2009-11-7.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .