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Citations for "Optimal economic growth and uncertainty: The discounted case"

by Brock, William A. & Mirman, Leonard J.

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  1. 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.
  2. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Society for Computational Economics, vol. 27(2), pages 185-206, May.
  3. Finn E. Kydland & Carlos E. J. M. Zarazaga, 2002. "Argentina's Lost Decade," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(1), pages 152-165, January.
  4. Daniel G. Swaine, 1999. "Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models," Working Papers 99-9, Federal Reserve Bank of Boston.
  5. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2004. "Some Stability Results for Markovian Economic Semigroups," Department of Economics - Working Papers Series 902, The University of Melbourne.
  6. Nicola Cetorelli, 1998. "Could Prometheus be bound again? a contribution to the convergence controversy," Working Paper Series WP-98-3, Federal Reserve Bank of Chicago.
  7. John Geweke, 1995. "Monte Carlo simulation and numerical integration," Staff Report 192, Federal Reserve Bank of Minneapolis.
  8. Eberly, Janice C. & Van Mieghem, Jan A., 1997. "Multi-factor Dynamic Investment under Uncertainty," Journal of Economic Theory, Elsevier, vol. 75(2), pages 345-387, August.
  9. Subir Chattopadhyay, 2003. "Stationary Equilibrium In An Altruistic Two Sector Economy," Working Papers. Serie AD 2003-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  10. Manjira Datta, 1999. "Optimal accumulation in a small open economy with technological uncertainty," Economic Theory, Springer, vol. 13(1), pages 207-219.
  11. Amir, R., 1991. "Sensitivity analysis of multi-sector optimal economic dynamics," CORE Discussion Papers 1991006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Hugo Cruz-Suárez & Raúl Montes-de-Oca, 2008. "An envelope theorem and some applications to discounted Markov decision processes," Computational Statistics, Springer, vol. 67(2), pages 299-321, April.
  13. Diego Valderrama, 2002. "Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model," Working Paper Series 2002-13, Federal Reserve Bank of San Francisco.
  14. George-Marios Angeletos & Laurent-Emmanuel Calvet, 2005. "Incomplete Market Dynamics in a Neoclassical Production Economy," Harvard Institute of Economic Research Working Papers 2058, Harvard - Institute of Economic Research.
  15. McKenzie, L., 1999. "The First Conferences on the Theory of Economic Growth," RCER Working Papers 459, University of Rochester - Center for Economic Research (RCER).
  16. Diego Valderrama, 2003. "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003 219, Society for Computational Economics.
  17. Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005. "Markovian equilibrium in infinite horizon economies with incomplete markets and public policy," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.
  18. S. Rao Aiyagari, 1994. "Macroeconomics with frictions," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 24-40.
  19. Chatterjee, Partha & Shukayev, Malik, 2012. "A stochastic dynamic model of trade and growth: Convergence and diversification," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 416-432.
  20. Alfonso Novales, 2002. "The Role of Simulation Methods in Macroeconomics," Documentos del Instituto Complutense de Análisis Económico 0227, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  21. Albert Marcet, 1991. "Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production," Economics Working Papers 5, Department of Economics and Business, Universitat Pompeu Fabra.
  22. Akdeniz,L. & Dechert,W.D., 2005. "The equity premium in Brock's asset pricing model," Working papers 3, Wisconsin Madison - Social Systems.
  23. Jaime McGovern & Olivier Morand & Kevin Reffett, 2013. "Computing minimal state space recursive equilibrium in OLG models with stochastic production," Economic Theory, Springer, vol. 54(3), pages 623-674, November.
  24. Finn E. Kydland, 1993. "Business cycles and aggregate labor-market fluctuations," Working Paper 9312, Federal Reserve Bank of Cleveland.
  25. Mitra, Tapan & Privileggi, Fabio, 2005. "Cantor Type Attractors in Stochastic Growth Models," POLIS Working Papers 43, Institute of Public Policy and Public Choice - POLIS.
  26. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc.
  27. Yiyong CAI & Takashi Kamihigashi & John Stachurski, 2013. "Stochastic Optimal Growth with Risky Labor Supply," Discussion Paper Series DP2013-23, Research Institute for Economics & Business Administration, Kobe University.
  28. Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," Discussion Papers dp-00-45, Resources For the Future.
  29. 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.
  30. Costas Aariadis & John Stachurski, 2004. "Poverty Traps," Department of Economics - Working Papers Series 913, The University of Melbourne.
    • Azariadis, Costas & Stachurski, John, 2005. "Poverty Traps," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 5 Elsevier.
  31. Manjira Datta & Leonard Mirman & Olivier F. Morand & Kevin Reffett, 2001. "Monotone Methods for Distorted Economies," Working papers 2001-03, University of Connecticut, Department of Economics.
  32. Michael Horvath, 1998. "Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(4), pages 781-808, October.
  33. Danthine, Jean-Pierre & Donaldson, John B, 2002. "Decentralizing the Stochastic Growth Model," CEPR Discussion Papers 3348, C.E.P.R. Discussion Papers.
  34. Lőrincz, Szabolcs, 2000. "Reál üzleti ciklusok. Áttekintés
    [Real business cycles. A survey]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 509-530.
  35. Ching-Sheng Mao, 1989. "Estimating intertemporal elasticity of substitution: the case of log- linear restrictions," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-14.
  36. Vlieghe, Gertjan W, 2007. "Imperfect credit markets: implications for monetary policy," MPRA Paper 12957, University Library of Munich, Germany.
  37. Rao Aiyagari, S., 1988. "Nonmonetary steady states in stationary overlapping generations models with long lived agents and discounting: Multiplicity, optimality, and consumption smoothing," Journal of Economic Theory, Elsevier, vol. 45(1), pages 102-127, June.
  38. Larry E. Jones & Rodolfo Manuelli, 1990. "A Convex Model of Equilibrium Growth," NBER Working Papers 3241, National Bureau of Economic Research, Inc.
  39. Oviedo, P. Marcelo, 2005. "A Toolbox for the Numerical Study of Linear Dynamic Rational Expectations Models," Staff General Research Papers 12235, Iowa State University, Department of Economics.
  40. Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-02, Research Institute for Economics & Business Administration, Kobe University.
  41. Yunyong Thaicharoen & Sra Chuenchoksan & Ashvin Ahuja, 2007. "Big elephants in small ponds: Risk absorption, risk diversification and management of capital flows," Working Papers 2007-02, Economic Research Department, Bank of Thailand.
  42. Lucas, Jr., Robert E., 1995. "Monetary Neutrality," Nobel Prize in Economics documents 1995-1, Nobel Prize Committee.
  43. 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.
  44. Richard Anton Braun & Huiyu Li & John Stachurski, 2009. "Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques," CIRJE F-Series CIRJE-F-620, CIRJE, Faculty of Economics, University of Tokyo.
  45. Cuong Le Van & John Stachurski, 2006. "Parametric Continuity of Stationary Distributions," KIER Working Papers 616, Kyoto University, Institute of Economic Research.
  46. Jeremy Greenwood, 2005. "Modern Business Cycle Analysis," RCER Working Papers 520, University of Rochester - Center for Economic Research (RCER).
  47. Jean-Olivier Hairault, 1999. "Salaire et emploi dans la théorie des cycles réels," Cahiers d'Économie Politique, Programme National Persée, vol. 34(1), pages 195-219.
  48. Adrian Peralta-Alva (Presenter) & Sami Alpanda, 2004. "Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974," Econometric Society 2004 Latin American Meetings 250, Econometric Society.
  49. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  50. Mitra, Tapan & Roy, Santanu, 2007. "On the possibility of extinction in a class of Markov processes in economics," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 842-854, September.
  51. Takashi Kamihigashi, 2000. "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series 115, Research Institute for Economics & Business Administration, Kobe University.
  52. repec:dgr:uvatin:2005013 is not listed on IDEAS
  53. Nyarko, Yaw & Olson, Lars J., 1996. "Optimal growth with unobservable resources and learning," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 465-491, May.
  54. repec:dgr:uvatin:2002086 is not listed on IDEAS
  55. Hansen, Lars Peter & Sargent, Thomas J., 2005. "Robust estimation and control under commitment," Journal of Economic Theory, Elsevier, vol. 124(2), pages 258-301, October.
  56. Paul A. de Hek, 2003. "Endogenous Technological Change under Uncertainty," DEGIT Conference Papers c008_025, DEGIT, Dynamics, Economic Growth, and International Trade.
  57. Cooley, T.F. & Hansen, G.D., 1991. "The Distortions in a Neoclassical Monetary Economy," Papers 91-01, Rochester, Business - General.
  58. Ray, Debraj, 2007. "Introduction to development theory," Journal of Economic Theory, Elsevier, vol. 137(1), pages 1-10, November.
  59. Marcet, Albert & Marimon, Ramon, 1992. "Communication, commitment, and growth," Journal of Economic Theory, Elsevier, vol. 58(2), pages 219-249, December.
  60. Jones,L.E. & Manuelli,R.E. & Stacchetti,E., 1999. "Technology (and policy) shocks in models of endogenous growth," Working papers 9, Wisconsin Madison - Social Systems.
  61. Wilbur John Coleman II, 1992. "Solving nonlinear dynamic models on parallel computers," Discussion Paper / Institute for Empirical Macroeconomics 66, Federal Reserve Bank of Minneapolis.
  62. Mitra, Tapan & Roy, Santanu, 2003. "Optimal Exploitation of Renewable Resources under Uncertainty and the Extinction of Species," Working Papers 03-10, Cornell University, Center for Analytic Economics.
  63. Takashi Kamihigashi, 2014. "Multiple Interior Steady States in the Ramsey Model with Elastic Labor Supply," Working Papers 2014-158, Department of Research, Ipag Business School.
  64. Vassili Kolokoltsov & Wei Yang, 2012. "Turnpike Theorems for Markov Games," Dynamic Games and Applications, Springer, vol. 2(3), pages 294-312, September.
  65. Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2004. "Stochastic Growth With Nonconvexities:The Optimal Case," Department of Economics - Working Papers Series 897, The University of Melbourne.
  66. Wilbur John Coleman II, 1988. "Money, interest, and capital in a cash-in-advance economy," International Finance Discussion Papers 323, Board of Governors of the Federal Reserve System (U.S.).
  67. Angeletos, George-Marios & Calvet, Laurent-Emmanuel, 2006. "Idiosyncratic production risk, growth and the business cycle," Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1095-1115, September.
  68. Alexandre Dmitriev, 2008. "Technological Transfers, Limited Commitment and Growth," 2008 Meeting Papers 568, Society for Economic Dynamics.
  69. Dupor, Bill, 1999. "Aggregation and irrelevance in multi-sector models," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 391-409, April.
  70. S. Rae Aiyagari & Dan Peled, 1995. "Social insurance and taxation under sequential majority voting and utilitarian regimes," Staff Report 197, Federal Reserve Bank of Minneapolis.
  71. Kevin Reffett & Olivier Morand, 2008. "Isotone recursive methods for Stationary Markov Equilibra in OLG models with stochastic nonclassical production," 2008 Meeting Papers 470, Society for Economic Dynamics.
  72. Harashima, Taiji, 2011. "A Mechanism of Cyclical Volatility in the Vacancy-Unemployment Ratio: What Is the Source of Rigidity?," MPRA Paper 32476, University Library of Munich, Germany.
  73. G. Berttocchi, 1995. "Growth Under Uncertainty with Experimentation," Working Papers 95-12, Brown University, Department of Economics.
  74. John Stachurski, 2006. "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers 618, Kyoto University, Institute of Economic Research.
  75. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Society for Computational Economics, vol. 29(3), pages 233-265, May.
  76. Evstigneev, I. V. & Taksar, M., 1995. "Stochastic equilibria on graphs, II," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 383-406.
  77. Lars Peter Hansen & Jose A. Scheinkman, 2012. "Recursive Utility in a Markov Environment with Stochastic Growth," Working Papers 2012-002, Becker Friedman Institute for Research In Economics.
  78. Carlos E. J. M. Zarazaga, 2007. "The role of total factor productivity in 'Phoenix Miracles' : insights from an emerging market crisis," Working Papers 0605, Federal Reserve Bank of Dallas.
  79. Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy Of Simulations For Stochastic Dynamic Models," Economics Working Papers we034615, Universidad Carlos III, Departamento de Economía.
  80. Gary D. Hansen & Thomas J. Sargent, 1987. "Straight Time and Overtime in Equilibrium," UCLA Economics Working Papers 455, UCLA Department of Economics.
  81. Zhang, Yuzhe, 2007. "Stochastic optimal growth with a non-compact state space," MPRA Paper 23107, University Library of Munich, Germany.
  82. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
  83. Joshi, Sumit, 1997. "Martingale analysis of dynamic tax incidence in a nonstationary growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 371-389.
  84. Antoniadou, Elena & Koulovatianos, Christos & Mirman, Leonard J., 2013. "Strategic exploitation of a common-property resource under uncertainty," Journal of Environmental Economics and Management, Elsevier, vol. 65(1), pages 28-39.
  85. John Stachurski & University of Melbourne, 2006. "Computing the Distributions of Economic Models via Simulation," Computing in Economics and Finance 2006 185, Society for Computational Economics.
  86. 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.
  87. Sami Alpanda & Adrian Peralta-Alva, 2008. "Oil crisis, energy-saving technological change and the stock market crash of 1973-74," Working Papers 2008-019, Federal Reserve Bank of St. Louis.
  88. Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society.
  89. repec:dgr:uvatin:2005012 is not listed on IDEAS
  90. James D. Hamilton, 2005. "What's real about the business cycle?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 435-452.
  91. Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John, 2006. "Stochastic optimal growth with nonconvexities," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 74-96, February.
  92. Finn E. Kydland & Carlos E.J.M. Zarazaga, 2003. "Argentina's lost decade and subsequent recovery: hits and misses of the neoclassical growth model," Center for Latin America Working Papers 0403, Federal Reserve Bank of Dallas.
  93. Posch, Olaf & Trimborn, Timo, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP) dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  94. Kazuo Nishimura & John Stachurski, 2004. "Stochastic Optimal Growth when the Discount Rate Vanishes," Department of Economics - Working Papers Series 908, The University of Melbourne.
  95. Matkowski, Janusz & Nowak, Andrzej S., 2008. "On Discounted Dynamic Programming with Unbounded Returns," MPRA Paper 12215, University Library of Munich, Germany.
  96. Shin-ichi Fukuda, 2008. "Knightian Uncertainty and Poverty Trap in a Model of Economic Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 652-663, July.
  97. Lars Peter Hansen & Thomas J. Sargent, 1993. "Recursive linear models of dynamic economies," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  98. Nowak, Andrzej S., 2006. "A multigenerational dynamic game of resource extraction," Mathematical Social Sciences, Elsevier, vol. 51(3), pages 327-336, May.
  99. Fischer, Stanley & Merton, Robert C., 1984. "Macroeconomics and finance: The role of the stock market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 21(1), pages 57-108, January.
  100. Edward C. Prescott, 1986. "Theory ahead of business cycle measurement," Staff Report 102, Federal Reserve Bank of Minneapolis.
  101. Hillebrand, Marten & Kikuchi, Tomoo, 2012. "A Mechanism for Booms and Busts in Housing Prices," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62042, Verein für Socialpolitik / German Economic Association.
  102. A. Bassanini, 1997. "Localized Technological Change and Path-Dependent Growth," Working Papers ir97086, International Institute for Applied Systems Analysis.
  103. Kehoe, Patrick J., 1987. "Coordination of fiscal policies in a world economy," Journal of Monetary Economics, Elsevier, vol. 19(3), pages 349-376, May.
  104. Mitra, Tapan & Nishimura, Kazuo, 2001. "Introduction to Intertemporal Equilibrium Theory: Indeterminacy, Bifurcations, and Stability," Journal of Economic Theory, Elsevier, vol. 96(1-2), pages 1-12, January.
  105. Demange, Gabrielle & Laroque, Guy, 1998. "Long-sighted principal and myopic agents," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 119-146, September.
  106. Adrian Peralta-Alva, 2007. "THE INFORMATION TECHNOLOGY REVOLUTION AND THE PUZZLING TRENDS IN TOBIN'S AVERAGE "q"," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(3), pages 929-951, 08.
  107. Julio J. Rotemberg & Michael Woodford, 1994. "Is the Business Cycles a Necessary Consequence of Stochastic Growth?," NBER Working Papers 4650, National Bureau of Economic Research, Inc.
  108. Royuela, Vicente, 2000. "International Real Business Cycles: Can A Two Countries Two Sectors Model Solve The Quantity Anomaly?," ERSA conference papers ersa00p203, European Regional Science Association.
  109. 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.
  110. Kamihigashi, Takashi, 2005. "Necessity of the transversality condition for stochastic models with bounded or CRRA utility," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1313-1329, August.
  111. Ruge-Murcia, Francisco, 2012. "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 914-938.
  112. Mark Huggett, 2003. "When Are Comparative Dynamics Monotone?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(1), pages 1-11, January.
  113. 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.
  114. Hauenschild, Nils, 2002. "Capital Accumulation in a Stochastic Overlapping Generations Model with Social Security," Journal of Economic Theory, Elsevier, vol. 106(1), pages 201-216, September.
  115. Sumit Joshi, 1999. "The Stochastic Turnpike Property without Uniformity in Convex Aggregate Growth Models," Working papers 67, Centre for Development Economics, Delhi School of Economics.
  116. Agbo, Maxime, 2014. "Strategic exploitation with learning and heterogeneous beliefs," Journal of Environmental Economics and Management, Elsevier, vol. 67(2), pages 126-140.
  117. Natalia Gershun, 2004. "Macrodynamic and Financial Effects of a Large-Scale Technology Change," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(1), pages 67-81, April.
  118. Scott, Andrew, 1996. "The Determinants of UK Business Cycles," CEPR Discussion Papers 1409, C.E.P.R. Discussion Papers.
  119. Zhang, Wenlang & Semmler, Willi, 2009. "Prospect theory for stock markets: Empirical evidence with time-series data," Journal of Economic Behavior & Organization, Elsevier, vol. 72(3), pages 835-849, December.
  120. Thomas J. Sargent, 1979. ""Tobin's Q" and the rate of investment in general equilibrium," Staff Report 40, Federal Reserve Bank of Minneapolis.
  121. Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008. "Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production," NBER Working Papers 14389, National Bureau of Economic Research, Inc.
  122. Takashi Kamihigashi, 2006. "Almost sure convergence to zero in stochastic growth models," Economic Theory, Springer, vol. 29(1), pages 231-237, September.
  123. Carlos Zarazaga, 2006. "Argentina's Feeble Recovery: Insights from a Real Business Cycle Approach," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 9(3), pages 219-234.
  124. Santanu Roy & Itzhak Zilcha, 2012. "Stochastic growth with short-run prediction of shocks," Economic Theory, Springer, vol. 51(3), pages 539-580, November.
  125. Prescott, Edward C., 2004. "The Transformation of Macroeconomic Policy and Research," Nobel Prize in Economics documents 2004-7, Nobel Prize Committee.
  126. Glenn C. Loury, 1976. "Intergenerational Transfers and the Equilibrium Distribution of Earnings," Discussion Papers 226, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  127. Robert Becker, 2004. "Optimal growth with many sectors Franz Gehrels Peter Lang GmbH, 2002, 176 pp," Atlantic Economic Journal, International Atlantic Economic Society, vol. 32(2), pages 150-155, June.
  128. Gutierrez, Pedro J., 2006. "Short-run and long-run effects of monetary policy in a general equilibrium model with bank reserves," Economic Modelling, Elsevier, vol. 23(4), pages 597-621, July.
  129. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July.
  130. Bennett T. McCallum, 1996. "Neoclassical vs. endogenous growth analysis: an overview," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 41-71.
  131. repec:ebl:ecbull:v:3:y:2002:i:15:p:1-11 is not listed on IDEAS
  132. Bertocchi, Graziella & Kehagias, Athanasios, 1995. "Efficiency and optimality in stochastic models with production," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 303-325.
  133. Ching-Sheng Mao, 1990. "Hypothesis testing and finite sample properties of generalized method of moments estimators: a Monte Carlo study," Working Paper 90-12, Federal Reserve Bank of Richmond.
  134. Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2013. "On Learning and Growth," Cahiers de recherche 1336, CIRPEE.
  135. Rodriguez, Alvaro, 1999. "Precautionary Saving and Economic Growth," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 219-239, April.
  136. Nishimura, Kazuo & Stachurski, John, 2005. "Stability of stochastic optimal growth models: a new approach," Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
  137. Sharefkin, Mark, 1982. "Stabilization and Growth Policy with Uncertain Oil Prices: Some Rules of Thumb," Working Paper Series 60, Research Institute of Industrial Economics.
  138. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  139. Mervyn A. King & Mark Robson, 1989. "Endogenous Growth and the role of History," NBER Working Papers 3151, National Bureau of Economic Research, Inc.
  140. Carlos E. J. M. Zarazaga, 2006. "Argentina’s unimpressive recovery: insights from a real business cycle approach," Working Papers 0606, Federal Reserve Bank of Dallas.
  141. Joshi, Sumit, 1995. "Recursive utility and optimal growth under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 601-617.
  142. Hong Lan & Alexander Meyer-Gohde, 2013. "Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations," SFB 649 Discussion Papers SFB649DP2013-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  143. Olson, Lars J. & Roy, Santanu, 2000. "Dynamic Efficiency of Conservation of Renewable Resources under Uncertainty," Journal of Economic Theory, Elsevier, vol. 95(2), pages 186-214, December.
  144. Harald Uhlig, 1995. "A toolkit for analyzing nonlinear dynamic stochastic models easily," Discussion Paper / Institute for Empirical Macroeconomics 101, Federal Reserve Bank of Minneapolis.
  145. Leonard J. Mirman & Klaus Reiner Schenk-Hoppé, . "Financial Markets and Stochastic Growth," IEW - Working Papers 066, Institute for Empirical Research in Economics - University of Zurich.
  146. Iverson, Terrence, 2013. "Minimax regret discounting," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 598-608.
  147. M.S.Rafiq, 2006. "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series 2006_20, Department of Economics, Loughborough University.
  148. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, School of Economics and Management, University of Aarhus.
  149. Mariano Croce & Kai Li & Hengjie Ai, 2010. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," 2010 Meeting Papers 663, Society for Economic Dynamics.
  150. Chatterjee, Partha & Shukayev, Malik, 2008. "Note on positive lower bound of capital in the stochastic growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2137-2147, July.
  151. Wilbur John Coleman II, 1989. "An algorithm to solve dynamic models," International Finance Discussion Papers 351, Board of Governors of the Federal Reserve System (U.S.).
  152. Mitra, Tapan & Roy, Santanu, 2010. "Sustained Positive Consumption in a Model of Stochastic Growth: The Role of Risk Aversion," Working Papers 10-03, Cornell University, Center for Analytic Economics.
  153. Rajnish Mehra, 2006. "Recursive Competitive Equilibrium," NBER Working Papers 12433, National Bureau of Economic Research, Inc.
  154. Buly A. Cardak, 2004. "Ability, Education, and Income Inequality," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 6(2), pages 239-276, 05.
  155. Manuel S. Santos, 2003. "Simulation-Based Estimation Of Dynamic Models With Continuous Equilibrium Solutions," Economics Working Papers we034716, Universidad Carlos III, Departamento de Economía.
  156. Guy Ertz, 2001. "La contribution du courant des cycles réels à la théorie du cycle économique," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(1), pages 215-227.
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