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Citations for "Dynamic Programming with Homogeneous Functions"

by Alvarez, Fernando & Stokey, Nancy L.

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  1. Latchezar Popov & B Ravikumar & Aubhik Khan, 2012. "Enduring Relationships in an Economy with Capital and Private Information," 2012 Meeting Papers 1056, Society for Economic Dynamics.
  2. Takashi Kamihigashi, 2008. "On the principle of optimality for nonstationary deterministic dynamic programming," International Journal of Economic Theory, The International Society for Economic Theory, vol. 4(4), pages 519-525.
  3. Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
  4. Tom Krebs & Martin Scheffel, 2013. "Macroeconomic Evaluation of Labor Market Reform in Germany," IMF Working Papers 13/42, International Monetary Fund.
  5. Schoonbroodt, Alice & Tertilt, Michèle, 2014. "Property rights and efficiency in OLG models with endogenous fertility," Journal of Economic Theory, Elsevier, vol. 150(C), pages 551-582.
  6. Atsushi Oshima & B. Ravikumar & Raymond Riezman, 2008. "Entrepreneurship, Organization Capital and the Evolution of the Firm," CESifo Working Paper Series 2242, CESifo Group Munich.
  7. Jorge Durán, 2003. "Discounting long run average growth in stochastic dynamic programs," Economic Theory, Springer, vol. 22(2), pages 395-413, 09.
  8. Yishay Yafeh & Kenichi Ueda & Stijn Claessens, 2010. "Financial Frictions, Investment, and Institutions," IMF Working Papers 10/231, International Monetary Fund.
  9. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2002. "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Tinbergen Institute Discussion Papers 02-086/2, Tinbergen Institute.
  10. repec:hal:journl:halshs-00118829 is not listed on IDEAS
  11. Miquel Faig, 2001. "A Search Theory of Money and Commerce with Neoclassical Production," Working Papers faig-01-01, University of Toronto, Department of Economics.
  12. Larry E. Jones & Rodolfo E. Manuelli & Ennio Stacchetti, 1999. "Technology (and Policy) Shocks in Models of Endogenous Growth," NBER Working Papers 7063, National Bureau of Economic Research, Inc.
  13. Jensen, Martin Kaae, 2006. "On unbounded growth with heterogenous consumers," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 807-826, November.
  14. Robert G. King & Sergio T. Rebelo, 2000. "Resuscitating Real Business Cycles," NBER Working Papers 7534, National Bureau of Economic Research, Inc.
  15. Le Van, Cuong & Vailakis, Yiannis, 2005. "Recursive utility and optimal growth with bounded or unbounded returns," Journal of Economic Theory, Elsevier, vol. 123(2), pages 187-209, August.
  16. Miquel Faig, 2000. "Money With Idiosyncratic Uninsurable Returns To Capital," Working Papers faig-00-01, University of Toronto, Department of Economics.
  17. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu, 2000. "Growth and business cycles," Staff Report 271, Federal Reserve Bank of Minneapolis.
  18. Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models," MPRA Paper 31069, University Library of Munich, Germany, revised 24 May 2011.
  19. Marcelo Bianconi, 2003. "Private Information, Growth and Asset Prices with Stochastic Disturbances," Discussion Papers Series, Department of Economics, Tufts University 0301, Department of Economics, Tufts University.
  20. d'Albis, Hippolyte & Le Van, Cuong, 2006. "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 46-55, February.
  21. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu & Ennio Stacchetti, 2005. "Fluctuations in Convex Models of Endogenous Growth I: Growth Effects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 780-804, October.
  22. Albert Marcet & Ramon Marimon, 2011. "Recursive Contracts," Working Papers 552, Barcelona Graduate School of Economics.
  23. Richard M. H. Suen, 2011. "Concave Consumption Function and Precautionary Wealth Accumulation," Working papers 2011-23, University of Connecticut, Department of Economics.
  24. Takashi Kamihigashi, 2000. "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series 115, Research Institute for Economics & Business Administration, Kobe University.
  25. Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, sunspots, and automatic stabilizers," Staff Report 214, Federal Reserve Bank of Minneapolis.
  26. Faig, Miquel, 2000. "The Optimal Structure of Liquidity Provided by a Self-Financed Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 746-65, November.
  27. Takashi Kamihigashi, 2014. "Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence," Economic Theory, Springer, vol. 56(2), pages 251-273, June.
  28. Matheron, Julien & Maury, Tristan-Pierre, 2004. "The welfare cost of monopolistic competition: a quantitative assessment," Economic Modelling, Elsevier, vol. 21(6), pages 933-948, December.
  29. Takashi Kamihigashi, 2004. "Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility," Discussion Paper Series 162, Research Institute for Economics & Business Administration, Kobe University, revised Oct 2004.
  30. Boyan Jovanovic, 2007. "Investment Options and the Business Cycle," NBER Working Papers 13307, National Bureau of Economic Research, Inc.
  31. Kevin Reffett & Olivier Morand, . "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies with Capital," Working Papers 2133378, Department of Economics, W. P. Carey School of Business, Arizona State University.
  32. Emilio Espino, 2006. "Equilibrium Portfolios in the Neoclassical Growth Model," 2006 Meeting Papers 92, Society for Economic Dynamics.
  33. Ricardo Lagos & Randall Wright, 2005. "A Unified Framework for Monetary Theory and Policy Analysis," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 463-484, June.
  34. Eric T. Swanson, 2012. "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models," American Economic Review, American Economic Association, vol. 102(4), pages 1663-91, June.
  35. Tom Krebs, 2002. "Growth & Welfare Effects of Business Cycles In Economies with Idiosyncratic Human Capital Risk," Working Papers 2002-31, Brown University, Department of Economics.
  36. Tom Krebs, 2002. "Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets," Working Papers 2002-30, Brown University, Department of Economics.
  37. Ghiglino, Christian, 2002. "Introduction to a General Equilibrium Approach to Economic Growth," Journal of Economic Theory, Elsevier, vol. 105(1), pages 1-17, July.
  38. Aubhik Khan & B. Ravikumar, 1998. "Costly Technology Adoption and Capital Accumulation," Development and Comp Systems 9802001, EconWPA.
  39. Morand, Olivier F. & Reffett, Kevin L., 2003. "Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1351-1373, September.
  40. jae sim & Dalida Kadyrzhanova & Antonio Falato, 2013. "Rising Intangible Capital, Shrinking Debt Capacity, and the US Corporate Savings Glut," 2013 Meeting Papers 1151, Society for Economic Dynamics.
  41. Le Van, C. & Morhaim, L., 2000. "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications 2000.64, Université Panthéon-Sorbonne (Paris 1).
  42. David N. DeJong & Emilio Espino, 2011. "The cyclical behavior of equity turnover," Quantitative Economics, Econometric Society, vol. 2(1), pages 99-133, 03.
  43. Mikhail Golosov & Larry E. Jones & Michèle Tertilt, 2007. "Efficiency with Endogenous Population Growth," Econometrica, Econometric Society, vol. 75(4), pages 1039-1071, 07.
  44. Kenichi Ueda, 2001. "Transitional Growth with Increasing Inequality and Financial Deepening," IMF Working Papers 01/108, International Monetary Fund.
  45. Nishimura, Kazuo & Stachurski, John, 2009. "Equilibrium storage with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.
  46. Takashi Kamihigashi, 2003. "Necessity of the Transversality Condition for Stochastic Models with CRRA Utility," Discussion Paper Series 137, Research Institute for Economics & Business Administration, Kobe University.
  47. Eric T. Swanson, 2013. "Implications of labor market frictions for risk aversion and risk premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
  48. LE VAN, Cuong & SAGLAM, H. Cagri, . "Optimal growth models and the Lagrange multiplier," CORE Discussion Papers RP -1748, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  49. Antonella Tutino, 2008. "The rigidity of choice: Lifecycle savings with information-processing limits," Finance and Economics Discussion Series 2008-62, Board of Governors of the Federal Reserve System (U.S.).
  50. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2002. "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Tinbergen Institute Discussion Papers 02-086/2, Tinbergen Institute.
  51. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics.
  52. repec:hal:wpaper:hal-00294828 is not listed on IDEAS
  53. Jones, Larry E. & Manuelli, Rodolfo E., 2005. "Neoclassical Models of Endogenous Growth: The Effects of Fiscal Policy, Innovation and Fluctuations," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 1, pages 13-65 Elsevier.
  54. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu, 2005. "Fluctuations in Convex Models of Endogenous Growth II: Business Cycle Properties," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 805-828, October.
  55. Jensen, Martin Kaae, 2012. "Global stability and the “turnpike” in optimal unbounded growth models," Journal of Economic Theory, Elsevier, vol. 147(2), pages 802-832.
  56. Dalida Kadyrzhanova & Antonio Falato & Jae Sim, 2012. "Intangible Capital and Corporate Cash Holdings: Theory and Evidence," 2012 Meeting Papers 968, Society for Economic Dynamics.
  57. AKAO Ken-Ichi & SAKAMOTO Hiroaki, 2013. "A Theory of Disasters and Long-run Growth," Discussion papers 13061, Research Institute of Economy, Trade and Industry (RIETI).
  58. Penn State University & Alexander Monge-Naranjo, 2011. "Foreign Firms and the Diffusion of Know-How," 2011 Meeting Papers 1324, Society for Economic Dynamics.
  59. Marius Valentin Boldea, 2006. "On the equilibrium in a discrete-time Lucas Model with endogenous leisure," Cahiers de la Maison des Sciences Economiques b06054, Université Panthéon-Sorbonne (Paris 1).
  60. Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.