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Recursive utility and optimal growth under uncertainty

  • Joshi, Sumit

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File URL: http://www.sciencedirect.com/science/article/B6VBY-3YCN1S9-9/2/cfcdcf92ec8308bd3aeecd1b7c6cf063
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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 24 (1995)
Issue (Month): 6 ()
Pages: 601-617

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Handle: RePEc:eee:mateco:v:24:y:1995:i:6:p:601-617
Contact details of provider: Web page: http://www.elsevier.com/locate/jmateco

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  1. Danthine, Jean-Pierre & Donaldson, John B., 1985. "A note on the effects of capital income taxation on the dynamics of a competitive economy," Journal of Public Economics, Elsevier, vol. 28(2), pages 255-265, November.
  2. David M Kreps & Evan L Porteus, 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory," Levine's Working Paper Archive 625018000000000009, David K. Levine.
  3. Johnsen, Thore H & Donaldson, John B, 1985. "The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans," Econometrica, Econometric Society, vol. 53(6), pages 1451-58, November.
  4. Radner, Roy, 1973. "Optimal stationary consumption with stochastic production and resources," Journal of Economic Theory, Elsevier, vol. 6(1), pages 68-90, February.
  5. Dutta, Prajit K., 1987. "Capital deepening and impatience equivalence in stochastic aggregative growth models," Journal of Economic Dynamics and Control, Elsevier, vol. 11(4), pages 519-530, December.
  6. Becker, Robert A., 1985. "Capital income taxation and perfect foresight," Journal of Public Economics, Elsevier, vol. 26(2), pages 147-167, March.
  7. Majumdar, Mukul & Zilcha, Itzhak, 1987. "Optimal growth in a stochastic environment: Some sensitivity and turnpike results," Journal of Economic Theory, Elsevier, vol. 43(1), pages 116-133, October.
  8. Boud, John III, 1990. "Recursive utility and the Ramsey problem," Journal of Economic Theory, Elsevier, vol. 50(2), pages 326-345, April.
  9. L. W. McKenzie, 2010. "Turnpike Theory," Levine's Working Paper Archive 1389, David K. Levine.
  10. Hopenhayn, Hugo A & Prescott, Edward C, 1992. "Stochastic Monotonicity and Stationary Distributions for Dynamic Economies," Econometrica, Econometric Society, vol. 60(6), pages 1387-406, November.
  11. Dechert, W. Davis & Nishimura, Kazuo, 1983. "A complete characterization of optimal growth paths in an aggregated model with a non-concave production function," Journal of Economic Theory, Elsevier, vol. 31(2), pages 332-354, December.
  12. Streufert, Peter A, 1990. "Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 79-97, January.
  13. Brock, William A. & Mirman, Leonard J., 1972. "Optimal economic growth and uncertainty: The discounted case," Journal of Economic Theory, Elsevier, vol. 4(3), pages 479-513, June.
  14. Epstein, Larry G., 1983. "Stationary cardinal utility and optimal growth under uncertainty," Journal of Economic Theory, Elsevier, vol. 31(1), pages 133-152, October.
  15. Tapan Mitra & Yaw Nyarko, 1991. "On the existence of optimal processes in non-stationary environments," Journal of Economics, Springer, vol. 53(3), pages 245-270, October.
  16. Boyd, John H. III & Becker, Robert A., 1993. "3. Recursive Utility : Discrete Time Theory," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 34(Special I), pages 49-98, December.
  17. Epstein, Larry G & Hynes, J Allan, 1983. "The Rate of Time Preference and Dynamic Economic Analysis," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 611-35, August.
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