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Citations of
Luigi Montrucchio

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

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Working papers

  1. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Risk Measures: Rationality and Diversification," Carlo Alberto Notebooks 100, Collegio Carlo Alberto. [Downloadable!]

    Cited by:

    1. Elena Vigna, 2009. "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," Carlo Alberto Notebooks 108, Collegio Carlo Alberto, revised 2009. [Downloadable!]

  2. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto. [Downloadable!]

    Cited by:

    1. Elena Vigna, 2009. "Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes," Carlo Alberto Notebooks 108, Collegio Carlo Alberto, revised 2009. [Downloadable!]
    2. Azrieli, Yaron & Teper, Roee, 2009. "Uncertainty aversion and equilibrium existence in games with incomplete information," MPRA Paper 17615, University Library of Munich, Germany. [Downloadable!]
    3. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
    4. Chambers, Christopher P. & Echenique, Federico, . "When does aggregation reduce uncertainty aversion?," Working Papers 1299, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  3. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]

    Cited by:

    1. Daron Acemoglu & Davide Ticchi & Andrea Vindigni, 2008. "A Theory of Military Dictatorships," Carlo Alberto Notebooks 74, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    2. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto. [Downloadable!]
    3. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
    4. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks 73, Collegio Carlo Alberto, revised 2008. [Downloadable!]

  4. Massimo Marinacci & Luigi Montrucchio, 2007. "Unique Solutions of Some Recursive Equations in Economic Dynamics," Carlo Alberto Notebooks 46, Collegio Carlo Alberto. [Downloadable!]

    Cited by:

    1. Daron Acemoglu & Davide Ticchi & Andrea Vindigni, 2008. "A Theory of Military Dictatorships," Carlo Alberto Notebooks 74, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    2. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007. "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks 48, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    3. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks 73, Collegio Carlo Alberto, revised 2008. [Downloadable!]
    4. Russell Gerrard & Bjarne Højgaard & Elena Vigna, 2008. "Choosing the Optimal Annuitization Time Post Retirement," Carlo Alberto Notebooks 76, Collegio Carlo Alberto. [Downloadable!]

  5. Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto. [Downloadable!]

    Cited by:

    1. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
    2. Elisa Luciano & Elena Vigna, 2006. "Non mean reverting affne processes for stochastic mortality," Carlo Alberto Notebooks 30, Collegio Carlo Alberto. [Downloadable!]
      Other versions:

  6. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto. [Downloadable!]

    Cited by:

    1. Daron Acemoglu & Davide Ticchi & Andrea Vindigni, 2008. "A Theory of Military Dictatorships," Carlo Alberto Notebooks 74, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    2. Matteo Triossi & Luis Corchón, 2006. "Implementation with State Dependent Feasible Sets and Preferences: A Renegotiation Approach," Carlo Alberto Notebooks 24, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    3. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
    4. Elisa Luciano & Elena Vigna, 2006. "Non mean reverting affne processes for stochastic mortality," Carlo Alberto Notebooks 30, Collegio Carlo Alberto. [Downloadable!]
      Other versions:

  7. Massimiliano Amarante & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2006. "Cores of Non-Atomic Market Games," Carlo Alberto Notebooks 13, Collegio Carlo Alberto. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Daron Acemoglu & Davide Ticchi & Andrea Vindigni, 2008. "A Theory of Military Dictatorships," Carlo Alberto Notebooks 74, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    2. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007. "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks 48, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    3. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto. [Downloadable!]
    4. Esteban Jaimovich, 2007. "Sectoral Differentiation, Allocation of Talent, and Financial Development," Carlo Alberto Notebooks 59, Collegio Carlo Alberto, revised 2009. [Downloadable!]
    5. Matteo Triossi & Luis Corchón, 2006. "Implementation with State Dependent Feasible Sets and Preferences: A Renegotiation Approach," Carlo Alberto Notebooks 24, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    6. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
    7. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks 73, Collegio Carlo Alberto, revised 2008. [Downloadable!]
    8. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]
    9. Elisa Luciano & Elena Vigna, 2006. "Non mean reverting affne processes for stochastic mortality," Carlo Alberto Notebooks 30, Collegio Carlo Alberto. [Downloadable!]
      Other versions:
    10. Matteo Triossi, 2006. "Application Costs in Sequential Admission Mechanisms," Carlo Alberto Notebooks 23, Collegio Carlo Alberto. [Downloadable!]

  8. Luigi Montrucchio & Marco Scarsini, 2005. "Large Newsvendor Games," Carlo Alberto Notebooks 15, Collegio Carlo Alberto. [Downloadable!]
    Published as:

    Cited by:

    1. Ozen, U. & Slikker, M. & Norde, H.W., 2007. "A General Framework for Cooperation under Uncertainty," Discussion Paper 2007-57, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Massimiliano Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2005. "Cores of non-atomic market games," Discussion Papers 0506-10, Columbia University, Department of Economics. [Downloadable!]
      Other versions:
    3. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto. [Downloadable!]
    4. Elisa Luciano & Elena Vigna, 2006. "Non mean reverting affne processes for stochastic mortality," Carlo Alberto Notebooks 30, Collegio Carlo Alberto. [Downloadable!]
      Other versions:

  9. Massimo Marinacci & Luigi Montrucchio, 2003. "Cores and stable sets of finite dimensional games," ICER Working Papers - Applied Mathematics Series 07-2003, ICER - International Centre for Economic Research. [Downloadable!]

    Cited by:

    1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
      Other versions:
    2. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    5. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    6. Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. [Downloadable!]
      Other versions:
    7. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    8. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]
    9. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  10. Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research. [Downloadable!]

    Cited by:

    1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
      Other versions:
    2. Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto. [Downloadable!]
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    5. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto. [Downloadable!]
    6. Laureano Escudero & Eva-María Ortega, 2009. "How retention levels influence the variability of the total risk under reinsurance," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(1), pages 139-157, July. [Downloadable!] (restricted)
    7. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    8. Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. [Downloadable!]
      Other versions:
    9. Massimo Marinacci & Luigi Montrucchio, 2002. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 18-2002, ICER - International Centre for Economic Research. [Downloadable!]
    10. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    11. Massimo Marinacci & Luigi Montrucchio, 2005. "On convexity and supermodularity," ICER Working Papers - Applied Mathematics Series 3-2005, ICER - International Centre for Economic Research. [Downloadable!]
    12. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]

  11. Mitra, Tapan & Montrucchio, Luigi & Privileggi, Fabio, 2001. "The Nature of the Steady State in Models of Optimal Growth Under Uncertainty," Working Papers 01-04, Cornell University, Center for Analytic Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Mitra, Tapan & Privileggi, Fabio, 2005. "Cantor Type Attractors in Stochastic Growth Models," P.O.L.I.S. department's Working Papers 43, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    2. Mitra, Tapan & Privileggi, Fabio, 2003. "Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty," Working Papers 03-09, Cornell University, Center for Analytic Economics. [Downloadable!]
    3. Guido Cozzi & Fabio Privileggi, 2009. "The fractal nature of inequality in a fast growing world: new version," Working Papers 2009_30, Department of Economics, University of Glasgow. [Downloadable!]
    4. Olson, Lars & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    5. Guido Cozzi & Fabio Privileggi, 2002. "Wealth Polarization and Pulverization in Fractal Societies," ICER Working Papers - Applied Mathematics Series 39-2002, ICER - International Centre for Economic Research. [Downloadable!]
    6. Takashi Kamihigashi, 2006. "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks," Discussion Paper Series 189, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]

  12. Massimo Marinacci & Luigi Montrucchio, 2001. "Subcalculus for set functions and cores of TU games," ICER Working Papers - Applied Mathematics Series 09-2001, ICER - International Centre for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. Massimo Marinacci & Luigi Montrucchio, 2003. "Cores and stable sets of finite dimensional games," ICER Working Papers - Applied Mathematics Series 07-2003, ICER - International Centre for Economic Research. [Downloadable!]
    2. Massimiliano Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2005. "Cores of non-atomic market games," Discussion Papers 0506-10, Columbia University, Department of Economics. [Downloadable!]
      Other versions:
    3. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto. [Downloadable!]
    4. Fabio Maccheroni & William H. Ruckle, 2001. "BV as a dual space," ICER Working Papers - Applied Mathematics Series 29-2001, ICER - International Centre for Economic Research. [Downloadable!]
    5. Massimo Marinacci & Luigi Montrucchio, 2002. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 18-2002, ICER - International Centre for Economic Research. [Downloadable!]
    6. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Insurance Premia Consistent with the Market," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    7. Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research. [Downloadable!]
    8. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]
    9. Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research. [Downloadable!]
    10. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research. [Downloadable!]

  13. Montrucchio, Luigi & Privileggi, Fabio, 1999. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," P.O.L.I.S. department's Working Papers 5, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Mitra, Tapan & Privileggi, Fabio, 2005. "Cantor Type Attractors in Stochastic Growth Models," P.O.L.I.S. department's Working Papers 43, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    2. Di Novi, Cinzia, 2003. "Regolazione dei prezzi o razionamento: l'efficacia dei due sistemi di allocazione nella fornitura di risorse scarse a coloro che ne hanno maggiore necessita'.," P.O.L.I.S. department's Working Papers 35, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    3. Marchese, Carla, 2006. "Rewarding the consumer for curbing the evasion of commodity taxes?," P.O.L.I.S. department's Working Papers 72, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    4. Bia, Michela, 2007. "The Propensity Score method in public policy evaluation: a survey," P.O.L.I.S. department's Working Papers 79, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    5. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
      Other versions:
    6. Ortona, Guido & Ottone, Stefania & Ponzano, Ferruccio, 2005. "A simulative assessment of the Italian electoral system," P.O.L.I.S. department's Working Papers 53, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    7. Ramello, Giovanni B. & Silva, Francesco, 2006. "Appropriating signs and meaning: The elusive economics of trademark," P.O.L.I.S. department's Working Papers 70, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    8. Ottone, Stefania, 2006. "fairness: a survey," P.O.L.I.S. department's Working Papers 57, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    9. Montefiori, Marcello, 2003. "Hotelling competition on quality in the health care market," P.O.L.I.S. department's Working Papers 33, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    10. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    11. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    12. Marchese, Carla & Privileggi, Fabio, 2007. "Increasing the efficiency of the 'Studi di Settore' might backfire," P.O.L.I.S. department's Working Papers 83, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    13. Ottone, Stefania & Ponzano, Ferruccio & Ricciuti, Roberto, 2007. "Simulating voting rule reforms for the Italian parliament. An economic perspective," P.O.L.I.S. department's Working Papers 88, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    14. Ottone, Stefania, 2004. "Transfers and Altruistic Punishments in Third Party Punishment Game Experiments," P.O.L.I.S. department's Working Papers 41, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    15. Ferruccio Ponzano, 2001. "Efficiency wages and endogenous supervision technology," P.O.L.I.S. department's Working Papers 23, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    16. Kevin X.D. Huang & Jan Werner, 2002. "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities," Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City. [Downloadable!]
      Other versions:
    17. Ponzano, Ferruccio, 2005. "Optimal provision of public goods under imperfect intergovernmental competition," P.O.L.I.S. department's Working Papers 44, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    18. Ottone, Stefania, 2007. "Are people samaritans or avengers?," P.O.L.I.S. department's Working Papers 77, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    19. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    20. Breton, Albert & Fraschini, Angela, 2004. "Intergovernmental equalization grants: some fundamental principles," P.O.L.I.S. department's Working Papers 39, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    21. Bissey, Marie-Edith & Canegallo, Claudia & Ortona, Guido & Scacciati, Francesco, 2003. "Competition vs. Cooperation. An Experimental Inquiry," P.O.L.I.S. department's Working Papers 37, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    22. Ottone, Stefania & Ponzano, Ferruccio, 2005. "An Extension to the Model of Inequity Aversion by Fehr and Schmidt," P.O.L.I.S. department's Working Papers 51, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    23. Breton, Albert & Scott, Anthony & Fraschini, Angela, 2007. "Explaining differences in environmental governance patterns between Canada, Italy and the United States," P.O.L.I.S. department's Working Papers 87, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    24. Marchese, Carla & Montefiori, Marcello, 2005. "Mean voting rule and strategical behavior: an experiment," P.O.L.I.S. department's Working Papers 49, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    25. Ortona, Guido, 2004. "Voting for the Electoral System: an Experiment," P.O.L.I.S. department's Working Papers 42, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    26. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    27. Cugno, Franco & Ottoz, Elisabetta, 2006. "Static inefficiency of compulsory licensing: Quantity vs. price competition," P.O.L.I.S. department's Working Papers 73, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    28. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    29. Fabio Maccheroni & William H. Ruckle, 2001. "BV as a dual space," ICER Working Papers - Applied Mathematics Series 29-2001, ICER - International Centre for Economic Research. [Downloadable!]
    30. Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. [Downloadable!]
      Other versions:
    31. Bissey, Marie-Edith & Ortona, Guido, 2007. "The program for the simulation of electoral systems ALEX4.1: what it does and how to use it," P.O.L.I.S. department's Working Papers 82, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    32. Takashi Kamihigashi, 2007. "The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations," Discussion Paper Series 205, Research Institute for Economics & Business Administration, Kobe University, revised Oct 2007. [Downloadable!]
    33. Gobbi, Michela, 2003. "A Viable Alternative: the Scandinavian Model of "Social Democracy"," P.O.L.I.S. department's Working Papers 32, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    34. Ortona, Guido & Ottone, Stefania & Ponzano, Ferruccio & Scacciati, Francesco, 2006. "Labour supply in presence of taxation financing public services. An experimental approach," P.O.L.I.S. department's Working Papers 71, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    35. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Insurance Premia Consistent with the Market," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    36. Nicita, Antonio & Ramello, Giovanni B., 2006. "Property, liability and market power: The antitrust side of copyright," P.O.L.I.S. department's Working Papers 75, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    37. Ponzano, Ferruccio, 2004. "The allocation of the income tax among different levels of government: a theoretical solution," P.O.L.I.S. department's Working Papers 40, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    38. Guido Ortona, 2000. "On the Xenophobia of non-discriminated Ethnic Minorities," P.O.L.I.S. department's Working Papers 15, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    39. Bia, Michela & Mattei, Alessandra, 2007. "Application of the Generalized Propensity Score. Evaluation of public contributions to Piedmont enterprises," P.O.L.I.S. department's Working Papers 80, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    40. Ottone, Stefania, 2001. "L'altruismo: atteggiamento irrazionale, strategia vincente o amore per il prossimo?," P.O.L.I.S. department's Working Papers 19, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    41. Luigi Montrucchio & Fabio Privileggi, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series 05-2001, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    42. Massimo Marinacci & Paolo Ghirardato, 2001. "Risk, ambiguity, and the separation of utility and beliefs," ICER Working Papers - Applied Mathematics Series 21-2001, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    43. Takashi Kamihigashi, 2006. "Transversality Conditions and Dynamic Economic Behavior," Discussion Paper Series 180, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
    44. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    45. Fernando Díaz & Rodrigo Sánchez, 2001. "Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado?," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 37-82. [Downloadable!]
    46. Ramello, Giovanni, 2006. "What's in a sign? Trademark law and enconomic theory," P.O.L.I.S. department's Working Papers 67, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    47. Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research. [Downloadable!]
    48. Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research. [Downloadable!]
    49. Bissey, Marie-Edith & Carini, Mauro & Ortona, Guido, 2003. "ALEX3: A simulation program to compare electoral systems," P.O.L.I.S. department's Working Papers 36, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
      Other versions:
    50. Ponzano, Ferruccio, 2005. "Competition among different levels of government: the re-election problem," P.O.L.I.S. department's Working Papers 47, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    51. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]
    52. Levaggi, Rosella & Montefiori, Marcello, 2005. "It takes three to tango: Soft budget constraint and cream skimming in the hospital care market," P.O.L.I.S. department's Working Papers 48, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    53. Zanola, Roberto, 2000. "Public goods versus publicly provided private goods in a two-class economy," P.O.L.I.S. department's Working Papers 12, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    54. Takashi Kamihigashi, 2001. "Necessity of Transversality Conditions for Stochastic Problems," Department of Economics Working Papers 01-02, Stony Brook University, Department of Economics. [Downloadable!]
    55. Ottone, Stefania, 2005. "Transfers and Altruistic Punishments in Solomon's Game experiments," P.O.L.I.S. department's Working Papers 50, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    56. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research. [Downloadable!]
    57. Bissey, Marie-Edith & Ortona, Guido, 2002. "A simulative frame to study the integration of defectors in a cooperative setting," P.O.L.I.S. department's Working Papers 24, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
    58. Bernardi, Luigi & Fraschini, Angela, 2005. "Tax system and tax reforms in India," P.O.L.I.S. department's Working Papers 45, Department of Public Policy and Public Choice - POLIS. [Downloadable!]

  14. Montrucchio, L., 1988. "Dynamical Systems That Solve Continuous-Time Concave Optimization Problems Anything Goes," UFAE and IAE Working Papers 109-89, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

    Cited by:

    1. Benhabib, Jess & Rustichini, Aldo, 1989. "Equilibrium Cycling With Small Discounting: A Note," Working Papers 89-27, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. Anjan Mukherji, 2003. "Competitive Equilibria: Convergence, Cycles or Chaos," ISER Discussion Paper 0591, Institute of Social and Economic Research, Osaka University. [Downloadable!]
    3. Willi Semmler & Malte Sieveking, 1994. "On the optimal exploitation of interacting resources," Journal of Economics, Springer, vol. 59(1), pages 23-49, February. [Downloadable!] (restricted)

  15. Michele Boldrin & Luigi Montrucchio, 1987. "Acyclicity and Dynamic Stability: Generalizations and Applications," Discussion Papers 980, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:

    Cited by:

    1. Marcus Hagedorn, 2007. "Optimal Ramsey Tax Cycles," IEW - Working Papers iewwp354, Institute for Empirical Research in Economics - IEW. [Downloadable!]

Articles

  1. Montrucchio, Luigi & Scarsini, Marco, 2007. "Large newsvendor games," Games and Economic Behavior, Elsevier, vol. 58(2), pages 316-337, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer, vol. 34(3), pages 399-424, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Massimo Marinacci & Luigi Montrucchio, 2005. "Stable cores of large games," International Journal of Game Theory, Springer, vol. 33(2), pages 189-213, 06. [Downloadable!] (restricted)

    Cited by:

    1. Massimiliano Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2005. "Cores of non-atomic market games," Discussion Papers 0506-10, Columbia University, Department of Economics. [Downloadable!]
      Other versions:
    2. Luigi Montrucchio & Patrizia Semeraro, 2006. "Refinement Derivatives and Values of Games," Carlo Alberto Notebooks 9, Collegio Carlo Alberto. [Downloadable!]
    3. Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon, 2003. "Monotone Continuous Multiple Priors," ICER Working Papers - Applied Mathematics Series 30-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    4. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto. [Downloadable!]

  4. Luigi Montrucchio, 2004. "Cass transversality condition and sequential asset bubbles," Economic Theory, Springer, vol. 24(3), pages 645-663, October. [Downloadable!] (restricted)

    Cited by:

    1. Guido Cazzavillan & Patrick Pintus, 2006. "Endogenous Business Cycles and Dynamic Inefficiency," Working Papers 2006_37, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
      Other versions:
    2. Eduardo Giménez, 2007. "On the positive fundamental value of money with short-sale constraints," Annals of Finance, Springer, vol. 3(4), pages 455-469, October. [Downloadable!] (restricted)

  5. Marinacci, Massimo & Montrucchio, Luigi, 2004. "A characterization of the core of convex games through Gateaux derivatives," Journal of Economic Theory, Elsevier, vol. 116(2), pages 229-248, June. [Downloadable!] (restricted)

    Cited by:

    1. Massimo Marinacci & Luigi Montrucchio, 2003. "Cores and stable sets of finite dimensional games," ICER Working Papers - Applied Mathematics Series 07-2003, ICER - International Centre for Economic Research. [Downloadable!]
    2. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. [Downloadable!]
      Other versions:
    3. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. [Downloadable!]
    4. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002. "Ambiguity from the Differential Viewpoint," Working Papers 1130, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
      Other versions:
    5. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. [Downloadable!]
    6. Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003. "A folk theorem for minority games," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    7. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. [Downloadable!]
    8. Thibault Gajdos & Eric Maurin, 2002. "Unequal uncertainties and uncertain inequalities: an axiomatic approach," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. [Downloadable!]
      Other versions:
    9. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Insurance Premia Consistent with the Market," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    10. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    11. Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research. [Downloadable!]
    12. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]
    13. Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research. [Downloadable!]
    14. Massimo Marinacci & Fabio Maccheroni, 2002. "How to cut a pizza fairly: fair division with descreasing marginal evaluations," ICER Working Papers - Applied Mathematics Series 23-2002, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:

  6. Marinacci, Massimo & Montrucchio, Luigi, 2003. "Subcalculus for set functions and cores of TU games," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 1-25, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Tapan Mitra & Luigi Montrucchio & Fabio Privileggi, 2003. "The nature of the steady state in models of optimal growth under uncertainty," Economic Theory, Springer, vol. 23(1), pages 39-71, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Montrucchio, Luigi & Privileggi, Fabio, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," Journal of Economic Theory, Elsevier, vol. 101(1), pages 158-188, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Maria Luisa Gota & Luigi Montrucchio, 1999. "On Lipschitz continuity of policy functions in continuous-time optimal growth models," Economic Theory, Springer, vol. 14(2), pages 479-488. [Downloadable!] (restricted)

    Cited by:

    1. Colin Rowat, 2005. "Non-linear strategies in a linear quadratic differential game," GE, Growth, Math methods 0502001, EconWPA. [Downloadable!]
      Other versions:
    2. Aliprantis, C.D. & Camera, G. & Ruscitti, F., 2007. "Monetary Equilibrium and the Differentiability of the Value Function," Purdue University Economics Working Papers 1199, Purdue University, Department of Economics. [Downloadable!]
      Other versions:

  10. Montrucchio, Luigi, 1998. "Thompson metric, contraction property and differentiability of policy functions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 449-466, January. [Downloadable!] (restricted)

    Cited by:

    1. Kazuo Nishimura & Tapan Mitra, 2004. "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Econometric Society 2004 Far Eastern Meetings 543, Econometric Society. [Downloadable!]
    2. Joël Blot & Bertrand Crettez, 2004. "On the smoothness of optimal paths," Decisions in Economics and Finance, Springer, vol. 27(1), pages 1-34, 08. [Downloadable!] (restricted)
    3. Mitra, Tapan & Nishimura, Kazuo, 2002. "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Working Papers 02-06, Cornell University, Center for Analytic Economics. [Downloadable!]
    4. Cuong Le Van & Lisa Morhaim, 2006. "On optimal growth models when the discount factor is near 1 or equal to 1," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00096034_v1, HAL. [Downloadable!]

  11. Montrucchio, Luigi & Sorger, Gerhard, 1996. "Topological entropy of policy functions in concave dynamic optimization models," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 181-194. [Downloadable!] (restricted)

    Cited by:

    1. César L. Guerrero-Luchtenberg, 2004. "Chaos vs. patience in a macroeconomic model of capital accumulation: New applications of a uniform neighborhood turnpike theorem," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 19(1), pages 45-60. [Downloadable!]
    2. Gerhard Sorger, 2008. "some notes on discount factor restrictions for dynamic optimization problems," Vienna Economics Papers 0805, University of Vienna, Department of Economics. [Downloadable!]
      Other versions:
    3. Cesar Guerrero-Luchtenberg, 1998. "- A Turnpike Theoreme For A Family Of Functions," Working Papers. Serie AD 1998-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

  12. Boldrin Michele & Montrucchio Luigi, 1995. "Acyclicity and Dynamic Stability: Generalizations and Applications," Journal of Economic Theory, Elsevier, vol. 65(2), pages 303-326, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. Montrucchio, Luigi, 1995. "A New Turnpike Theorem for Discounted Programs," Economic Theory, Springer, vol. 5(3), pages 371-82, May.

    Cited by:

    1. Joël Blot & Bertrand Crettez, 2007. "On the smoothness of optimal paths II: some local turnpike results," Decisions in Economics and Finance, Springer, vol. 30(2), pages 137-150, November. [Downloadable!] (restricted)
    2. Adriana Piazza, 2009. "The optimal harvesting problem with a land market: a characterization of the asymptotic convergence," Economic Theory, Springer, vol. 40(1), pages 113-138, July. [Downloadable!] (restricted)
    3. Takashi Kamihigashi & Santanu Roy, 2005. "A nonsmooth, nonconvex model of optimal growth," Discussion Paper Series 173, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
      Other versions:
    4. Cesar Guerrero-Luchtenberg, 1998. "- A Turnpike Theoreme For A Family Of Functions," Working Papers. Serie AD 1998-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

  14. Montrucchio, Luigi, 1994. "The neighbourhood turnpike property for continuous-time optimal growth models," Ricerche Economiche, Elsevier, vol. 48(3), pages 213-224, September. [Downloadable!] (restricted)

    Cited by:

    1. Takashi Kamihigashi & Santanu Roy, 2005. "A nonsmooth, nonconvex model of optimal growth," Discussion Paper Series 173, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
      Other versions:

  15. Montrucchio, Luigi & Peccati, Lorenzo, 1991. "A note on Shiu--Fisher--Weil immunization theorem," Insurance: Mathematics and Economics, Elsevier, vol. 10(2), pages 125-131, July. [Downloadable!] (restricted)

    Cited by:

    1. Armerin, Frederik & Björk, Tomas & Jensen, Bjarne Astrup, 2005. "Term Structure Models with Parallel and Proportional Shifts," Working Papers 2005-5, Copenhagen Business School, Department of Finance. [Downloadable!]
    2. Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer, vol. 16(2), pages 21-37, September. [Downloadable!] (restricted)
    3. Alejandro Balbas & Esperanza H. Montagut & Maria Jose Perez Fructuoso, 2004. "Hedging bond portfolios versus infinitely many ranked factors of risk," Business Economics Working Papers wb043312, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]

  16. Boldrin, Michele & Montrucchio, Luigi, 1988. "Acyclicity and Stability of Intertemporal Optimization Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 137-46, February. [Downloadable!] (restricted)

    Cited by:

    1. Michele Boldrin & Luigi Montrucchio, 1987. "Acyclicity and Dynamic Stability: Generalizations and Applications," Discussion Papers 980, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
      Other versions:

  17. 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)

    Cited by:

    1. Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer, vol. 16(2), pages 21-37, September. [Downloadable!] (restricted)
    2. Mitra, Tapan & Privileggi, Fabio, 2003. "Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty," Working Papers 03-09, Cornell University, Center for Analytic Economics. [Downloadable!]
    3. Roger Lagunoff (Georgetown University), . "Markov Equilibrium in Models of Dynamic Endogenous Political Institutions," Working Papers gueconwpa~05-05-07, Georgetown University, Department of Economics. [Downloadable!]
      Other versions:
    4. Timothy J. Kehoe & David K. Levine & Paul Romer, 1990. "Determinacy of Equilibrium in Dynamic Models with Finitely Many Consumers," Levine's Working Paper Archive 165, David K. Levine. [Downloadable!]
      Other versions:
    5. Jinhui Bai & Roger Lagunoff, 2007. "On the “Faustian” Dynamics of Policy and Political Power," Levine's Bibliography 122247000000001627, UCLA Department of Economics. [Downloadable!]
      Other versions:
    6. Roger Lagunoff, . "The Dynamic Reform of Political Institutions," Working Papers gueconwpa~04-04-07, Georgetown University, Department of Economics. [Downloadable!]
      Other versions:
    7. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute. [Downloadable!]
      Other versions:

  18. Dana, Rose-Anne & Montrucchio, Luigi, 1987. "On rational dynamic strategies in infinite horizon models where agents discount the future," Journal of Economic Behavior & Organization, Elsevier, vol. 8(3), pages 497-511, September. [Downloadable!] (restricted)

    Cited by:

    1. Timothy F. Bresnahan & Manuel Trajtenberg, 1995. "General Purpose Technologies "Engines of Growth?"," NBER Working Papers 4148, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. HUANG Weihong, 2009. "Price-taking Strategy Versus Dynamic Programming in Oligopoly," Economic Growth centre Working Paper Series 0904, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
    3. Luis Corchón & Andreu Mas-Colell, 1995. "A Note On Stability Of Best Reply And Gradient Systems With Applications To Imperfectly Competitive Models," Working Papers. Serie AD 1995-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

  19. Dana, Rose-Anne & Montrucchio, Luigi, 1986. "Dynamic complexity in duopoly games," Journal of Economic Theory, Elsevier, vol. 40(1), pages 40-56, October. [Downloadable!] (restricted)

    Cited by:

    1. Nijkamp, P. & Reggiani, A., 1992. "Non linear evolution of dynamic spatial systems : lessons from chaos and niche theory," Serie Research Memoranda 0066, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    2. HUANG Weihong, 2009. "Price-taking Strategy Versus Dynamic Programming in Oligopoly," Economic Growth centre Working Paper Series 0904, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
    3. Akio Matsumoto & Nobuko Serizawa, 2007. "Strategic trade policy under isoelastic demand and asymmetric production costs," The Annals of Regional Science, Springer, vol. 41(3), pages 525-543, September. [Downloadable!] (restricted)
    4. Nijkamp, P. & Reggiani, A., 1990. "Spatio-temporal processes in dynamic logit models," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    5. Luis Corchón & Andreu Mas-Colell, 1995. "A Note On Stability Of Best Reply And Gradient Systems With Applications To Imperfectly Competitive Models," Working Papers. Serie AD 1995-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    6. Nijkamp, P. & Poot, J., 1991. "Lessons from non-linear dynamic economics," Serie Research Memoranda 0105, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    7. Gian-Italo Bischi & Ahmad K. Naimzada & Lucia Sbragia, 2004. "Oligopoly Games with Local Monopolistic Approximation," Working Papers 81, University of Milano-Bicocca, Department of Economics, revised Nov 2004. [Downloadable!]
      Other versions:
    8. Luis A. Aguirre & Antonio Aguirre, 1997. "A tutorial introduction to nonlinear dynamics in economics," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 7(2), pages 9-47. [Downloadable!]
      Other versions:

  20. Boldrin, Michele & Montrucchio, Luigi, 1986. "On the indeterminacy of capital accumulation paths," Journal of Economic Theory, Elsevier, vol. 40(1), pages 26-39, October. [Downloadable!] (restricted)

    Cited by:

    1. Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1989. "Determinacy of equilibria in dynamic models with finitely many consumers," Staff Report 118, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    2. César L. Guerrero-Luchtenberg, 2004. "Chaos vs. patience in a macroeconomic model of capital accumulation: New applications of a uniform neighborhood turnpike theorem," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 19(1), pages 45-60. [Downloadable!]
    3. Orlando Gomes, 2008. "Decentralized Allocation of Human Capital and Nonlinear Growth," Computational Economics, Springer, vol. 31(1), pages 45-75, February. [Downloadable!] (restricted)
      Other versions:
    4. Costas Azariadis & James Bullard & Lee E. Ohanian, 1998. "Complex eigenvalues and trend-reverting fluctuations," Staff Report 255, Federal Reserve Bank of Minneapolis. [Downloadable!]
    5. Serena Brianzoni & Cristiana Mammana & Elisabetta Michetti, 2007. "Complex Dynamics in the Neoclassical Growth Model with Differential Savings and Non-Constant Labor Force Growth," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(3). [Downloadable!]
    6. Joël Blot & Bertrand Crettez, 2004. "On the smoothness of optimal paths," Decisions in Economics and Finance, Springer, vol. 27(1), pages 1-34, 08. [Downloadable!] (restricted)
    7. Bunzel, H. & Bhattacharya, J, 2003. "Chaotic planning solutions in the textbook model of labor market search and matching," Discussion Paper 15, Tilburg University, Center for Economic Research. [Downloadable!]
    8. Benhabib, Jess & Rustichini, Aldo, 1989. "Equilibrium Cycling With Small Discounting: A Note," Working Papers 89-27, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    9. Chin-Chang Lai, 1997. "The Complex Dynamics of Real Exchange Rates with Countercyclical Balance of Trade," Open Economies Review, Springer, vol. 8(4), pages 393-401, October. [Downloadable!] (restricted)
    10. Claustre Bajona & Timothy J. Kehoe, 2006. "Demographics in dynamic Heckscher-Ohlin models: overlapping generations versus infinitely lived consumers," Staff Report 377, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    11. Pengfei Wang & Yi Wen, 2007. "Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies," Working Papers 2006-032, Federal Reserve Bank of St. Louis. [Downloadable!]
    12. Jordi Caballe & Xavier Jarque & Elisabetta Michetti, 2004. "Chaotic Dynamics in Credit Constrained Emerging Economies," UFAE and IAE Working Papers 605.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    13. Anjan Mukherji, 2003. "Competitive Equilibria: Convergence, Cycles or Chaos," ISER Discussion Paper 0591, Institute of Social and Economic Research, Osaka University. [Downloadable!]
    14. LOVO, Stefano, 2000. "Infinitely lived representative agent exchange economy with myopia," CORE Discussion Papers 2000028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    15. Nijkamp, P. & Reggiani, A., 1990. "Spatio-temporal processes in dynamic logit models," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    16. Jean-Paul Chavas, 2004. "On Impatience, Economic Growth and the Environmental Kuznets Curve: A Dynamic Analysis of Resource Management," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 28(2), pages 123-152, June. [Downloadable!] (restricted)
    17. Luis Corchón & Andreu Mas-Colell, 1995. "A Note On Stability Of Best Reply And Gradient Systems With Applications To Imperfectly Competitive Models," Working Papers. Serie AD 1995-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    18. Michele Boldrin & Luigi Montrucchio, 1987. "Acyclicity and Dynamic Stability: Generalizations and Applications," Discussion Papers 980, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
      Other versions:
    19. Adriana Piazza, 2009. "The optimal harvesting problem with a land market: a characterization of the asymptotic convergence," Economic Theory, Springer, vol. 40(1), pages 113-138, July. [Downloadable!] (restricted)
    20. Gary D. Hansen & Edward C. Prescott, 1992. "Recursive methods for computing equilibria of business cycle models," Discussion Paper / Institute for Empirical Macroeconomics 36, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    21. Bhattacharya, Joydeep & Bunzel, Helle, 2003. "Dynamics of the planning solution in the discrete−time textbook model of labor market search and matching," Staff General Research Papers 10253, Iowa State University, Department of Economics.
    22. George-Marios Angeletos & Laurent-Emmanuel Calvet, 2004. "Incomplete Market Dynamics in a Neoclassical Production Economy," NBER Working Papers 11016, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    23. Timothy J. Kehoe & David K. Levine & Paul Romer, 1989. "Steady States and Determinacy in Economies with Infinitely Lived Agents," Levine's Working Paper Archive 52, David K. Levine. [Downloadable!]
    24. José Victor Rios-Rull, 2002. "Desigualdad, ¿qué sabemos?," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 221-254, May. [Downloadable!]
    25. Jesús Antón & Emilio Cerdá & Elena Huergo, 1998. "Sensitivity analysis in A class of dynamic optimization models," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 6(1), pages 97-121, June. [Downloadable!] (restricted)
    26. George-Marios Angeletos & Laurent E. Calvet, 2001. "Incomplete Markets, Growth, and the Business Cycle," Harvard Institute of Economic Research Working Papers 1910, Harvard - Institute of Economic Research. [Downloadable!]
    27. Willi Semmler & Malte Sieveking, 1994. "On the optimal exploitation of interacting resources," Journal of Economics, Springer, vol. 59(1), pages 23-49, February. [Downloadable!] (restricted)
    28. Gomes, Orlando, 2007. "A two-dimensional non-equilibrium dynamic model," MPRA Paper 4817, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    29. Mitra, Tapan, 2002. "A Characterization of the Turnpike Property of Optimal Paths in the Aggregative Model of Intertemporal Allocation," Working Papers 02-17, Cornell University, Center for Analytic Economics. [Downloadable!]
    30. James Bullard & Alison Butler, 1992. "Nonlinearity and chaos in economic models: implications for policy decisions," Working Papers 1991-002, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    31. Luis A. Aguirre & Antonio Aguirre, 1997. "A tutorial introduction to nonlinear dynamics in economics," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 7(2), pages 9-47. [Downloadable!]
      Other versions:
    32. Michele Boldrin & Luigi Montrucchio, 1987. "The Dynamic Investment Behavior of Firms and Industries in Perfect Foresight Competitive Equilibrium Over Time," UCLA Economics Working Papers 457, UCLA Department of Economics. [Downloadable!]
    33. Gomes, Orlando, 2007. "Consumer confidence, endogenous growth and endogenous cycles," MPRA Paper 2883, University Library of Munich, Germany. [Downloadable!]
    34. Chavas, Jean-Paul & Holt, Matthew, 1995. "Nonlinear Dynamics And Economic Instability: The Optimal Management Of A Biological Population," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(02), December. [Downloadable!]
    35. Cesar Guerrero-Luchtenberg, 1998. "- A Turnpike Theoreme For A Family Of Functions," Working Papers. Serie AD 1998-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

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This page was last updated on 2010-1-3.

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