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A game-theoretical Specification of static Optimization Problems for the first-order Lag Models of macroeconomic Dynamics

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  • Filchenko, Dmytro / D.

Abstract

A transition problem from the models of macroeconomic dynamics in the form of lag element of the first order to the eventual number of models of static optimization is studied. As a dynamic model the model of investment development (type Solow) is considered, and as static is model of the optimum distributing of foreign investments in the two-of particular a branch open macroeconomic system. The main instrument of specification and authentication of static optimization models is the vehicle of static game theory and mathematical programming.

Suggested Citation

  • Filchenko, Dmytro / D., 2007. "A game-theoretical Specification of static Optimization Problems for the first-order Lag Models of macroeconomic Dynamics," MPRA Paper 30735, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:30735
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    References listed on IDEAS

    as
    1. Maurice Obstfeld & Kenneth S. Rogoff, 1996. "Foundations of International Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262150476, December.
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    More about this item

    Keywords

    macroeconomic dynamics; static optimization; investment flows; game theory;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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