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Intertemporal Optimization in General Equilibrium: A Practical Introduction

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  • Wilcoxen, Peter

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  • Wilcoxen, Peter, 1989. "Intertemporal Optimization in General Equilibrium: A Practical Introduction," Impact Project Archive 295061, Impact Research Centre, University of Melbourne.
    • Handle: RePEc:ags:ircipa:295061
    DOI: 10.22004/ag.econ.295061
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    References listed on IDEAS

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    1. Fair, Ray C & Taylor, John B, 1983. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 51(4), pages 1169-1185, July.
    2. A. B. Treadway, 1969. "On Rational Entrepreneurial Behaviour and the Demand for Investment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(2), pages 227-239.
    3. Lawrence H. Summers, 1981. "Taxation and Corporate Investment: A q-Theory Approach," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 12(1), pages 67-140.
    4. Fair, Ray C, 1979. "An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets," American Economic Review, American Economic Association, vol. 69(4), pages 539-552, September.
    5. J. P. Gould, 1968. "Adjustment Costs in the Theory of Investment of the Firm," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 35(1), pages 47-55.
    6. Hayashi, Fumio, 1982. "Tobin's Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Econometric Society, vol. 50(1), pages 213-224, January.
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    Cited by:

    1. Wilcoxen, Peter J., 1993. "Supply elasticities in the presence of adjustment costs," Journal of Policy Modeling, Elsevier, vol. 15(1), pages 91-97, February.
    2. Harrison, W Jill & Pearson, K R, 1996. "Computing Solutions for Large General Equilibrium Models Using GEMPACK," Computational Economics, Springer;Society for Computational Economics, vol. 9(2), pages 83-127, May.
    3. McLaren, Keith, 1991. "The USe of Adjustment Cost Investment Models in Intertemporal Computable General Equilibrium Models," Impact Project Archive 295064, Impact Research Centre, University of Melbourne.
    4. Godínez-Olivares, Humberto & Boado-Penas, María del Carmen & Haberman, Steven, 2016. "Optimal strategies for pay-as-you-go pension finance: A sustainability framework," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 117-126.
    5. George Codsi & K. R. Pearson & Peter J. Wilcoxen, 1991. "General Purpose Software for Intertemporal Modelling," Centre of Policy Studies/IMPACT Centre Working Papers ip-51, Victoria University, Centre of Policy Studies/IMPACT Centre.
    6. Horridge, Mark & Powell, Alan & Wilcoxen, Peter, 1990. "Constraining Output Responses in Long-run Closures of ORANI: Some Suggestions," Impact Project Archive 295210, Impact Research Centre, University of Melbourne.

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