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Matching and Saving in Continuous Time: Proofs

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Author Info

  • Christian Bayer

    ()
    (Institute of Mathematics, Technische Universität Berlin, Germany)

  • Klaus Wälde

    (Chair in Macroeconomics, Johannes Gutenberg-Universität Mainz, Germany)

Abstract

This paper provides the proofs to the analysis of a continuous time match- ing model with saving in Bayer and Wälde (2010a). The paper proves the results on consumption growth, provides an existence proof for optimal consumption and a detailed derivation of the Fokker-Planck equations.

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File URL: http://www.macro.economics.uni-mainz.de/RePEc/pdf/Discussion_Paper_1005.pdf
File Function: First version, 2010
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Bibliographic Info

Paper provided by Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz in its series Working Papers with number 1005.

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Length: 28 pages
Date of creation: 13 Jan 2010
Date of revision: 13 Jan 2010
Handle: RePEc:jgu:wpaper:1005

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Postal: Haus Recht und Wirtschaft I, Jakob-Welder-Weg 9, D-55128 Mainz
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Related research

Keywords: continuous time uncertainty; Fokker-Planck equations; existence proof;

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Cited by:
  1. Christian BAYER & Klaus WALDE, 2010. "Matching and Saving in Continuous Time: Theory," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2010013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

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