International Borrowing without Commitment and Informational Lags: Choice under Uncertainty
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Fabbri, Giorgio, 2017. "International borrowing without commitment and informational lags: Choice under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 103-114.
- Giorgio Fabbri, 2015. "International Borrowing Without Commitment and Informational Lags: Choice under Uncertainty," AMSE Working Papers 1534, Aix-Marseille School of Economics, France.
- Giorgio Fabbri, 2017. "International borrowing without commitment and informational lags: Choice under uncertainty," Post-Print hal-01505771, HAL.
- Giorgio Fabbri, 2015. "International Borrowing Without Commitment and Informational Lags: Choice under Uncertainty," Working Papers halshs-01191796, HAL.
References listed on IDEAS
- David Cuberes & Michał Jerzmanowski, 2009.
"Democracy, Diversification and Growth Reversals,"
Economic Journal, Royal Economic Society, vol. 119(540), pages 1270-1302, October.
- David Cuberes & Michał Jerzmanowski, 2009. "Democracy, Diversification and Growth Reversals," Economic Journal, Royal Economic Society, vol. 119(540), pages 1270-1302, October.
- Cuberes, David, 2008. "Democracy, Diversification, and Growth Reversals," MPRA Paper 8430, University Library of Munich, Germany.
- Cuberes, David & Jerzmanowski, Michal, 2008. "Democracy, Diversification, and Growth Reversals," MPRA Paper 11646, University Library of Munich, Germany.
- Boucekkine, R. & Fabbri, G. & Pintus, P., 2014.
"Growth and financial liberalization under capital collateral constraints: The striking case of the stochastic AK model with CARA preferences,"
Economics Letters, Elsevier, vol. 122(2), pages 303-307.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2013. "Growth and Financial Liberalization under Capital Collateral Constraints: The Striking Case of the Stochastic AK model with CARA Preferences," Working Papers halshs-00864804, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2013. "Growth and Financial Liberalization under Capital Collateral Constraints: The Striking Case of the Stochastic AK model with CARA Preferences," AMSE Working Papers 1347, Aix-Marseille School of Economics, France, revised 20 Sep 2013.
- Raouf Boucekkine & Giorgio Fabbri & Patrick Pintus, 2013. "Growth and financial liberalization under capital collateral constraints: The striking case of the stochastic AK model with CARA preferences," Documents de recherche 13-11, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2014. "Growth and financial liberalization under capital collateral constraints: The striking case of the stochastic AK model with CARA preferences," Post-Print hal-01463906, HAL.
- Boucekkine, R. & Fabbri, G. & Gozzi, F., 2010.
"Maintenance and investment: Complements or substitutes? A reappraisal,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2420-2439, December.
- Raouf Boucekkine & Giorgio Fabbri & Fausto Gozzi, 2009. "Maintenance and investment: complements or substitutes? A reappraisal," Working Papers 2009_21, Business School - Economics, University of Glasgow.
- Raouf BOUCEKKINE & Giorgio FABBRI & Fausto GOZZI, 2009. "Maintenance and investment : Complements or Substitutes ? A Reappraisal," LIDAM Discussion Papers IRES 2009010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- R. Boucekkine & G. Fabbri & F. Gozzi, 2010. "Maintenance and investment: Complements or substitutes? A reappraisal," Post-Print hal-00743831, HAL.
- BOUCEKKINE, Raouf & FABBRI, Giorgio & GOZZI, Fausto, 2010. "Maintenance and investment: complements or substitutes? A reappraisal," LIDAM Reprints CORE 2333, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Aart Kraay & Jaume Ventura, 2007.
"Comparative Advantage and the Cross-section of Business Cycles,"
Journal of the European Economic Association, MIT Press, vol. 5(6), pages 1300-1333, December.
- Kraay, Aart & Ventura, Jaume, 1998. "Comparative advantage and the cross-section of business cycles," Policy Research Working Paper Series 1948, The World Bank.
- Aart Kraay & Jaume Ventura, 2001. "Comparative Advantage and the Cross-section of Business Cycles," NBER Working Papers 8104, National Bureau of Economic Research, Inc.
- Aart Kray & Jaume Ventura, 2001. "Comparative advantage and the cross-section of business cycles," Economics Working Papers 845, Department of Economics and Business, Universitat Pompeu Fabra.
- Jaume Ventura, 1998. "Comparative Advantage and the Cross-Section of Business Cycles," Working papers 98-9, Massachusetts Institute of Technology (MIT), Department of Economics.
- Ventura, Jaume & Kraay, Aart, 2001. "Comparative Advantage and the Cross-Section of Business Cycles," CEPR Discussion Papers 3000, C.E.P.R. Discussion Papers.
- Asea, Patrick K. & Zak, Paul J., 1999.
"Time-to-build and cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 23(8), pages 1155-1175, August.
- Patrick K. Asea & Paul J. Zak, 1997. "Time-to-Build and Cycles," NBER Technical Working Papers 0211, National Bureau of Economic Research, Inc.
- Patrick Asea & Paul J. Zak, 1997. "Time-to-Build and Cycles," UCLA Economics Working Papers 767, UCLA Department of Economics.
- Benjamin F. Jones & Benjamin A. Olken, 2008.
"The Anatomy of Start-Stop Growth,"
The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 582-587, August.
- Benjamin F. Jones & Benjamin A. Olken, 2005. "The Anatomy of Start-Stop Growth," NBER Working Papers 11528, National Bureau of Economic Research, Inc.
- Thomas Piketty & Gabriel Zucman, 2014.
"Capital is Back: Wealth-Income Ratios in Rich Countries 1700–2010,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(3), pages 1255-1310.
- Piketty, Thomas & Zucman, Gabriel, 2013. "Capital is Back: Wealth-Income Ratios in Rich Countries, 1700-2010," CEPR Discussion Papers 9588, C.E.P.R. Discussion Papers.
- Piketty, Thomas & Zucman, Gabriel, 2014. "Capital is back: wealth-income ratios in rich countries 1700-2010," LSE Research Online Documents on Economics 66106, London School of Economics and Political Science, LSE Library.
- Thomas Piketty & Gabriel Zucman, 2014. "Capital is Back: Wealth-Income Ratios in Rich Countries 1700–2010," PSE-Ecole d'économie de Paris (Postprint) halshs-01109372, HAL.
- Thomas Piketty & Gabriel Zucman, 2014. "Capital is Back: Wealth-Income Ratios in Rich Countries 1700–2010," Post-Print halshs-01109372, HAL.
- Mauro Bambi, 2006.
"Endogenous Growth and Time-to-Build: the AK Case,"
Economics Working Papers
ECO2006/17, European University Institute.
- Mauro Bambi, 2006. "Endogenous growth and time to build: the AK case," Computing in Economics and Finance 2006 77, Society for Computational Economics.
- F. Gozzi & C. Marinelli & S. Savin, 2009. "On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects," Journal of Optimization Theory and Applications, Springer, vol. 142(2), pages 291-321, August.
- Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri, 2013.
"On the Optimal Control of Some Parabolic Partial Differential Equations Arising in Economics,"
AMSE Working Papers
1334, Aix-Marseille School of Economics, France, revised 05 Jun 2013.
- Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri, 2013. "On the Optimal Control of Some Parabolic Partial Differential Equations Arising in Economics," Working Papers halshs-00831042, HAL.
- Raouf Boucekkine & Carmen Camacho & Fabbri Giorgio, 2013. "On the optimal control of some parabolic partial differential equations arising in economics," Post-Print hal-00973388, HAL.
- Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri, 2013. "On the optimal control of some parabolic partial differential equations arising in economics," Documents de recherche 13-10, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Carmen Camacho & Fabbri Giorgio, 2013. "On the optimal control of some parabolic partial differential equations arising in economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00973388, HAL.
- Raouf Boucekkine & Carmen Camacho & Giorgio Fabbri, 2013. "On the Optimal Control of Some Parabolic Partial Differential Equations Arising in Economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00831042, HAL.
- Norman V. Loayza & Romain Rancière & Luis Servén & Jaume Ventura, 2007.
"Macroeconomic Volatility and Welfare in Developing Countries: An Introduction,"
The World Bank Economic Review, World Bank, vol. 21(3), pages 343-357, October.
- Norman V. Loayza & Romain Rancière & Luis Servén & Jaume Ventura, 2007. "Macroeconomic Volatility and Welfare in Developing Countries: an Introduction," Post-Print halshs-00754201, HAL.
- d’Albis, Hippolyte & Augeraud-Veron, Emmanuelle & Venditti, Alain, 2012.
"Business cycle fluctuations and learning-by-doing externalities in a one-sector model,"
Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 295-308.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2009. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Working Papers halshs-00432267, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business Cycle Fluctuations and Learning-by-doing Externalities in a One-sector Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00759198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business Cycle Fluctuations and Learning-by-doing Externalities in a One-sector Model," PSE-Ecole d'économie de Paris (Postprint) hal-00759198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Documents de travail du Centre d'Economie de la Sorbonne 12026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Venditti, Alain, 2010. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," LERNA Working Papers 10.13.319, LERNA, University of Toulouse.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business Cycle Fluctuations and Learning-by-doing Externalities in a One-sector Model," Post-Print hal-00759198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Post-Print halshs-00717198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717198, HAL.
- Faggian, Silvia & Gozzi, Fausto, 2010.
"Optimal investment models with vintage capital: Dynamic programming approach,"
Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 416-437, July.
- Silvia Faggian & Fausto Gozzi, 2008. "Optimal investment models with vintage capital: Dynamic Programming approach," Working Papers 174, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Daniel Cohen & Jeffrey Sachs, 1991.
"Growth and External Debt Under Risk of Debt Repudiation,"
NBER Chapters, in: International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics, pages 437-472,
National Bureau of Economic Research, Inc.
- Cohen, Daniel & Sachs, Jeffrey, 1986. "Growth and external debt under risk of debt repudiation," European Economic Review, Elsevier, vol. 30(3), pages 529-560, June.
- Daniel Cohen & Jeffrey Sachs, 1985. "Growth and External Debt Under Risk of Debt Repudiation," NBER Working Papers 1703, National Bureau of Economic Research, Inc.
- Raddatz, Claudio, 2007.
"Are external shocks responsible for the instability of output in low-income countries?,"
Journal of Development Economics, Elsevier, vol. 84(1), pages 155-187, September.
- Raddatz, Claudio, 2005. "Are external shocks responsible for the instability of output in low income countries?," Policy Research Working Paper Series 3680, The World Bank.
- Eswar S. Prasad & Kenneth Rogoff & Shang-Jin Wei & M. Ayhan Kose, 2007.
"Financial Globalization, Growth and Volatility in Developing Countries,"
NBER Chapters, in: Globalization and Poverty, pages 457-516,
National Bureau of Economic Research, Inc.
- Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei & Ann Harrison, "undated". "Financial Globalization, Growth and Volatility In Developing Countries," Working Paper 14902, Harvard University OpenScholar.
- Eswar S. Prasad & Kenneth S. Rogoff & Shang-Jin Wei & M. Ayhan Kose, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," NBER Working Papers 10942, National Bureau of Economic Research, Inc.
- Wei, Shang-Jin & Prasad, Eswar & Rogoff, Kenneth & Kose, M. Ayhan, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," CEPR Discussion Papers 4772, C.E.P.R. Discussion Papers.
- Boucekkine, Raouf & Licandro, Omar & Puch, Luis A. & del Rio, Fernando, 2005.
"Vintage capital and the dynamics of the AK model,"
Journal of Economic Theory, Elsevier, vol. 120(1), pages 39-72, January.
- Raouf Boucekkine & Omar Licandro & Luis A. Puch & Fernando del Rio, "undated". "Vintage capital and the dynamics of the AK model," Working Papers 2000-01, FEDEA.
- R. Boucekkine & F. del Rio & O. Licandro & Luis A. Puch, 2000. "Vintage Capital and the Dynamics of the AK Model," Econometric Society World Congress 2000 Contributed Papers 0436, Econometric Society.
- BOUCEKKINE, Raouf & LICANDRO, Omar & PUCH, Luis A. & DEL RIO, Fernando, 2005. "Vintage capital and the dynamics of the AK model," LIDAM Reprints CORE 1757, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar, 2000. "Vintage capital and the dynamics of the AK model," CEPREMAP Working Papers (Couverture Orange) 0003, CEPREMAP.
- Boucekkine, Raouf & Licandro, Omar & Puch, Luis A. & del Rio, Fernando, 1999. "Vintage Capital and the Dynamics of the AK Model," LIDAM Discussion Papers IRES 2000009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raouf Boucekkine & Omar Licandro & Luis A. Puch & Fernando del Rio, 2003. "Vintage capital and the dynamics of the AK model," Documentos de Trabajo del ICAE 0310, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Raouf BOUCEKKINE & Omar LICANDRO & Luis A. PUCH & Fernando DEL RIO, 2002. "Vintage Capital And the Dynamics of the AK Model," Economics Working Papers ECO2002/07, European University Institute.
- Fabbri Giorgio & Federico Salvatore, 2014.
"On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term,"
Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 1-11, November.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche 14-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Post-Print hal-01038088, HAL.
- BOUCEKKINE, Raouf & FABBRI, Giorgio & PINTUS, Patrick, 2012.
"On the optimal control of a linear neutral differential equation arising in economics,"
LIDAM Reprints CORE
2449, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Raouf Boucekkine & Giorgio Fabbri & Patrick-Antoine Pintus, 2013. "On the optimal control of a linear neutral differential equation arising in economics," Post-Print halshs-00576770, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018.
"Short-run pain, long-run gain: the conditional welfare gains from international financial integration,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 329-360, March.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2012. "Short-Run Pain, Long-Run Gain : the Conditional Welfare Gains from International Financial Integration," Documents de recherche 12-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018. "Short-run pain, long-run gain: the conditional welfare gains from international financial integration," Post-Print hal-02084239, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2016. "Short-Run Pain, Long-Run Gain: The Conditional Welfare Gains from International Financial Integration," Working Papers halshs-00790569, HAL.
- Christophe Kamps, 2006.
"New Estimates of Government Net Capital Stocks for 22 OECD Countries, 1960-2001,"
IMF Staff Papers, Palgrave Macmillan, vol. 53(1), pages 1-6.
- Christophe Kamps, 2004. "New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001," IMF Working Papers 2004/067, International Monetary Fund.
- Christophe Kamps, 2005. "New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001," Public Economics 0506015, University Library of Munich, Germany.
- Raouf Boucekkine & Patrick Pintus, 2012.
"History’s a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment,"
Journal of Economic Growth, Springer, vol. 17(1), pages 27-47, March.
- BOUCEKKINE, Raouf & PINTUS, Patrick A., 2012. "History's a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment," LIDAM Reprints CORE 2450, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gustav Feichtinger & Richard F. Hartl & Suresh P. Sethi, 1994. "Dynamic Optimal Control Models in Advertising: Recent Developments," Management Science, INFORMS, vol. 40(2), pages 195-226, February.
- David Hirshleifer & Ivo Welch, 2002.
"An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 11(3), pages 379-421, September.
- David Hirshleifer & Ivo Welch, 2001. "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Yale School of Management Working Papers ysm185, Yale School of Management, revised 01 Aug 2009.
- David Hirshleifer & Ivo Welch, 2001. "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Cowles Foundation Discussion Papers 1306, Cowles Foundation for Research in Economics, Yale University.
- David Hirshleifer & Ivo Welch, 2001. "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Yale School of Management Working Papers ysm185, Yale School of Management, revised 01 Aug 2009.
- Raouf Boucekkine & Giorgio Fabbri & Patrick-Antoine Pintus, 2011. "On the optimal control of a linear neutral differential equation arising in economics," Working Papers halshs-00576770, HAL.
- Fabbri, Giorgio & Gozzi, Fausto, 2008.
"Solving optimal growth models with vintage capital: The dynamic programming approach,"
Journal of Economic Theory, Elsevier, vol. 143(1), pages 331-373, November.
- Giorgio Fabbri & Fausto Gozzi, 2008. "Solving optimal growth models with vintage capital: The dynamic programming approach," Post-Print hal-01615446, HAL.
- World Bank, 2015. "World Development Indicators 2015," World Bank Publications - Books, The World Bank Group, number 21634, December.
- Graciela Laura Kaminsky & Sergio L. Schmukler, 2008. "Short-Run Pain, Long-Run Gain: Financial Liberalization and Stock Market Cycles," Review of Finance, European Finance Association, vol. 12(2), pages 253-292.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018.
"Short-run pain, long-run gain: the conditional welfare gains from international financial integration,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 329-360, March.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2012. "Short-Run Pain, Long-Run Gain : the Conditional Welfare Gains from International Financial Integration," Documents de recherche 12-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2017. "Short-Run Pain, Long-Run Gain: The Conditional Welfare Gains from International Financial Integration," Post-Print halshs-00790569, HAL.
- Frédéric Zumer & Jacques Le Cacheux & Marc Flandreau, 1998.
"Stability without a pact? Lessons from the European Gold Standard, 1880-1913,"
Sciences Po publications
n°98-01, Sciences Po.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Working Papers hal-01038088, HAL.
- repec:hal:pseose:halshs-01109372 is not listed on IDEAS
- Sendhil Mullainathan, 2002. "A Memory-Based Model of Bounded Rationality," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(3), pages 735-774.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Boucekkine, Raouf & Kazuo, Nishimura & Venditti, Alain, 2017.
"Introduction to international financial markets and banking systems crises,"
Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 87-91.
- Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2016. "Introduction to International Financial Markets and Banking Systems Crises," AMSE Working Papers 1824, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2017. "Introduction to international financial markets and banking systems crises," Post-Print hal-01505769, HAL.
- Giorgio Fabbri & Fausto Gozzi & Andrzej Swiech, 2017. "Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations," Post-Print hal-01505767, HAL.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mauro Bambi & Cristina Girolami & Salvatore Federico & Fausto Gozzi, 2017.
"Generically distributed investments on flexible projects and endogenous growth,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 521-558, February.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2015. "Generically distributed investments on flexible projects and endogenous growth," Working Papers - Mathematical Economics 2015-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Fabbri Giorgio & Federico Salvatore, 2014.
"On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term,"
Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 1-11, November.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Post-Print hal-01038088, HAL.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche 14-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Frédéric Zumer & Jacques Le Cacheux & Marc Flandreau, 1998.
"Stability without a pact? Lessons from the European Gold Standard, 1880-1913,"
Sciences Po publications
n°98-01, Sciences Po.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Working Papers hal-01038088, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018.
"Short-run pain, long-run gain: the conditional welfare gains from international financial integration,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 329-360, March.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2012. "Short-Run Pain, Long-Run Gain : the Conditional Welfare Gains from International Financial Integration," Documents de recherche 12-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018. "Short-run pain, long-run gain: the conditional welfare gains from international financial integration," Post-Print hal-02084239, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2016. "Short-Run Pain, Long-Run Gain: The Conditional Welfare Gains from International Financial Integration," Working Papers halshs-00790569, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018.
"Short-run pain, long-run gain: the conditional welfare gains from international financial integration,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 329-360, March.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2012. "Short-Run Pain, Long-Run Gain : the Conditional Welfare Gains from International Financial Integration," Documents de recherche 12-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2017. "Short-Run Pain, Long-Run Gain: The Conditional Welfare Gains from International Financial Integration," Post-Print halshs-00790569, HAL.
- d’Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan, 2014.
"Multiple solutions in systems of functional differential equations,"
Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 50-56.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2013. "Multiple Solutions in Systems of Functional Differential Equations," Documents de travail du Centre d'Economie de la Sorbonne 13007, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Herman Jan, 2014. "Multiple Solutions in Systems of Functional Differential Equations," MPRA Paper 54777, University Library of Munich, Germany.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2013. "Multiple Solutions in Systems of Functional Differential Equations," Post-Print halshs-00786419, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2014. "Multiple solutions in systems of functional differential equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01015386, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2013. "Multiple Solutions in Systems of Functional Differential Equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00786419, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2014. "Multiple solutions in systems of functional differential equations," Post-Print hal-01015386, HAL.
- Raouf Boucekkine & Giorgio Fabbri & Patrick Pintus, 2012. "Short-Run Pain, Long-Run Gain: The Conditional Welfare Gains from International Financial Integration The Conditional Welfare Gains from International Financial Integration," AMSE Working Papers 1202, Aix-Marseille School of Economics, France, revised 27 Jun 2016.
- William Lefebvre & Enzo Miller, 2021. "Linear-quadratic stochastic delayed control and deep learning resolution," Working Papers hal-03145949, HAL.
- William Lefebvre & Enzo Miller, 2021. "Linear-quadratic stochastic delayed control and deep learning resolution," Papers 2102.09851, arXiv.org, revised Feb 2021.
- Raouf Boucekkine & Giorgio Fabbri & Patrick-Antoine Pintus, 2011. "On the optimal control of a linear neutral differential equation arising in economics," Working Papers halshs-00576770, HAL.
- William Lefebvre & Enzo Miller, 2021. "Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 134-168, October.
- BOUCEKKINE, Raouf & FABBRI, Giorgio & PINTUS, Patrick, 2012.
"On the optimal control of a linear neutral differential equation arising in economics,"
LIDAM Reprints CORE
2449, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Raouf Boucekkine & Giorgio Fabbri & Patrick-Antoine Pintus, 2013. "On the optimal control of a linear neutral differential equation arising in economics," Post-Print halshs-00576770, HAL.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2014. "On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model," Discussion Papers 14/15, Department of Economics, University of York.
- d’Albis, Hippolyte & Augeraud-Veron, Emmanuelle & Venditti, Alain, 2012.
"Business cycle fluctuations and learning-by-doing externalities in a one-sector model,"
Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 295-308.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2009. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Working Papers halshs-00432267, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business Cycle Fluctuations and Learning-by-doing Externalities in a One-sector Model," PSE-Ecole d'économie de Paris (Postprint) hal-00759198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business Cycle Fluctuations and Learning-by-doing Externalities in a One-sector Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00759198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Documents de travail du Centre d'Economie de la Sorbonne 12026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Venditti, Alain, 2010. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," LERNA Working Papers 10.13.319, LERNA, University of Toulouse.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business Cycle Fluctuations and Learning-by-doing Externalities in a One-sector Model," Post-Print hal-00759198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Post-Print halshs-00717198, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Alain Venditti, 2012. "Business cycle fluctuations and learning-by-doing externalities in a one-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717198, HAL.
- Christoph Heinzel & Ralph Winkler, 2011.
"Distorted Time Preferences and Time-to-Build in the Transition to a Low-Carbon Energy Industry,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 49(2), pages 217-241, June.
- Christoph Heinzel & Ralph Winkler, 2011. "Distorted time preferences and time-to-build in the transition to a low-carbon energy industry," Post-Print hal-02644272, HAL.
- M. Bambi & G. Fabbri & F. Gozzi, 2012.
"Optimal policy and consumption smoothing effects in the time-to-build AK model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 635-669, August.
- Bambi, Mauro & Fabbri, Giorgio & Gozzi, Fausto, 2009. "Optimal policy and consumption smoothing effects in the time-to-build AK model," MPRA Paper 17128, University Library of Munich, Germany.
- M. Bambi & G. Fabbri & F. Gozzi, 2012. "Optimal policy and consumption smoothing effects in the time-to-build AK model," Post-Print hal-01615440, HAL.
- Mauro BAMBI & Giorgio FABBRI & Fausto GOZZI, 2010. "Optimal policy and consumption smoothing effects in the time-to-build AK model," LIDAM Discussion Papers IRES 2010029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- William Lefebvre & Enzo Miller, 2021. "Linear-quadratic stochastic delayed control and deep learning resolution," Post-Print hal-03145949, HAL.
- Faggian, Silvia & Gozzi, Fausto & Kort, Peter M., 2021.
"Optimal investment with vintage capital: Equilibrium distributions,"
Journal of Mathematical Economics, Elsevier, vol. 96(C).
- Silvia Faggian & Fausto Gozzo & Peter M. Kort, 2019. "Optimal investment with vintage capital: equilibrium distributions," Working Papers 2019: 12, Department of Economics, University of Venice "Ca' Foscari".
- Fabbri, Giorgio, 2006. "Viscosity solutions approach to economic models governed by DDEs," MPRA Paper 2826, University Library of Munich, Germany.
- Emmanuelle Augeraud-Véron & Raouf Boucekkine & Vladimir Veliov, 2019.
"Distributed Optimal Control Models in Environmental Economics: A Review,"
AMSE Working Papers
1902, Aix-Marseille School of Economics, France.
- Emmanuelle Augeraud-Véron & Raouf Boucekkine & Vladimir Veliov, 2019. "Distributed Optimal Control Models in Environmental Economics: A Review," Working Papers halshs-01982243, HAL.
More about this item
Keywords
Infinite dimensional dynamic programming; international borrowing; neutral stochastic differential equation; stochastic growth model;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-OPM-2015-01-26 (Open Economy Macroeconomics)
- NEP-ORE-2015-01-26 (Operations Research)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eve:wpaper:14-10. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Samuel Nosel (email available below). General contact details of provider: https://edirc.repec.org/data/epevrfr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.