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Optimal Saving under Poisson Uncertainty

Citations

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Cited by:

  1. Brausmann, Alexandra & Bretschger, Lucas, 2018. "Economic development on a finite planet with stochastic soil degradation," European Economic Review, Elsevier, vol. 108(C), pages 1-19.
  2. Tapio Palokangas, 2005. "Common markets, economic growth, and creative destruction," Journal of Economics, Springer, vol. 10(1), pages 57-76, December.
  3. Posch, Olaf, 2009. "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, vol. 153(2), pages 196-210, December.
  4. Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023. "The dynamics of Pareto distributed wealth in a small open economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
  5. Ken Sennewald & Klaus Wälde, 2006. "“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View," Journal of Economics, Springer, vol. 89(1), pages 1-36, October.
  6. Sennewald, Ken, 2005. "Controlled Stochastic Differential Equations under Poisson Uncertainty and with Unbounded Utility," Dresden Discussion Paper Series in Economics 03/05, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  7. Yuan, Xuchuan & Nishant, Rohit, 2021. "Understanding the complex relationship between R&D investment and firm growth: A chaos perspective," Journal of Business Research, Elsevier, vol. 129(C), pages 666-678.
  8. Olaf, POSCH & Klaus, WAELDE, 2005. "Natural volatility, welfare and taxation," Discussion Papers (ECON - Département des Sciences Economiques) 2005009, Université catholique de Louvain, Département des Sciences Economiques.
  9. López, Santiago M. & Molero, José & Santos-Arteaga, Francisco J., 2011. "Poverty traps in a frictionless world: The effects of learning and technology assimilation," Structural Change and Economic Dynamics, Elsevier, vol. 22(2), pages 106-115, June.
  10. Thomas Douenne, 2020. "Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 251-272, October.
  11. Christian Bayer & Klaus Wälde, 2010. "Matching and Saving in Continuous Time: Theory," CESifo Working Paper Series 3026, CESifo.
  12. Bayer, Christian & Rendall, Alan D. & Wälde, Klaus, 2019. "The invariant distribution of wealth and employment status in a small open economy with precautionary savings," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 17-37.
  13. Schlegel, Christoph, 2004. "Analytical and Numerical Solution of a Poisson RBC model," Dresden Discussion Paper Series in Economics 05/04, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  14. Tapio Palokangas, 2011. "Optimal patent length and breadth in an economy with creative destruction and non-diversifiable risk," Journal of Economics, Springer, vol. 102(1), pages 1-27, January.
  15. Lucas Bretschger & Alexandra Vinogradova, 2016. "Preservation of Agricultural Soils with Endogenous Stochastic Degradation," CER-ETH Economics working paper series 16/232, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  16. Alexandra Vinogradova, 2014. "Legal and illegal immigrants: an analysis of optimal saving behavior," Journal of Population Economics, Springer;European Society for Population Economics, vol. 27(1), pages 201-224, January.
  17. Lafforgue, Gilles, 2008. "Stochastic technical change, non-renewable resource and optimal sustainable growth," Resource and Energy Economics, Elsevier, vol. 30(4), pages 540-554, December.
  18. Tapio Palokangas, 2009. "Optimal Patent Length and Patent Width for an Economy with Creative Destruction and Non-Diversifiable Risk," DEGIT Conference Papers c014_024, DEGIT, Dynamics, Economic Growth, and International Trade.
  19. Lee H. Endress & James A. Roumasset & Christopher A. Wada, 2020. "Do Natural Disasters Make Sustainable Growth Impossible?," Economics of Disasters and Climate Change, Springer, vol. 4(2), pages 319-345, July.
  20. Tapio Palokangas, 2008. "Competition and product cycles with non-diversifiable risk," Journal of Economics, Springer, vol. 94(1), pages 1-30, June.
  21. Klaus Walde, 2001. "Capital accumulation in a model of growth and creative destruction," Discussion Paper / Institute for Empirical Macroeconomics 139, Federal Reserve Bank of Minneapolis.
  22. Steger, Thomas M., 2005. "Stochastic growth under Wiener and Poisson uncertainty," Economics Letters, Elsevier, vol. 86(3), pages 311-316, March.
  23. Sennewald, Ken, 2007. "Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1106-1131, April.
  24. Christian Bayer & Klaus Waelde, 2011. "Describing the Dynamics of Distributions in Search and Matching Models by Fokker-Planck Equations," Working Papers 1110, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  25. Sennewald, Ken & Wälde, Klaus, 2005. ""Itô's Lemma" and the Bellman equation: An applied view," Dresden Discussion Paper Series in Economics 04/05, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  26. Walde, Klaus & Woitek, Ulrich, 2004. "R&D expenditure in G7 countries and the implications for endogenous fluctuations and growth," Economics Letters, Elsevier, vol. 82(1), pages 91-97, January.
  27. Parello, Carmelo Pierpaolo, 2011. "Labor market rigidity and productivity growth in a model of innovation-driven growth," Economic Modelling, Elsevier, vol. 28(3), pages 1058-1067, May.
  28. Horii, Ryo & Ono, Yoshiyasu, 2009. "Information Cycles and Depression in a Stochastic Money-in-Utility Model," MPRA Paper 13485, University Library of Munich, Germany.
  29. Walde, Klaus, 2002. "The economic determinants of technology shocks in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 1-28, November.
  30. LAFFORGUE Gilles, 2006. "On the Effects of Stochastic Technical Change on Optimal Sustainable Growth Paths with Exhaustible Resource," LERNA Working Papers 06.02.195, LERNA, University of Toulouse.
  31. Santos-Arteaga, Francisco J. & Di Caprio, Debora & Tavana, Madjid & O’Connor, Aidan, 2017. "Innovation dynamics and labor force restructuring with asymmetrically developed national innovation systems," International Business Review, Elsevier, vol. 26(1), pages 36-56.
  32. Motoh Tsujimura & Hidekazu Yoshioka, 2023. "A robust consumption model when the intensity of technological progress is ambiguous," Mathematics and Financial Economics, Springer, volume 17, number 2, June.
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