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Matching and Saving in Continuous Time: Proofs

Author

Listed:
  • Christian Bayer

    () (Institute of Mathematics, Technische Universität Berlin, Germany)

  • Klaus Wälde

    (Chair in Macroeconomics, Johannes Gutenberg-Universität Mainz, Germany)

Abstract

This paper provides the proofs to the analysis of a continuous time match- ing model with saving in Bayer and Wälde (2010a). The paper proves the results on consumption growth, provides an existence proof for optimal consumption and a detailed derivation of the Fokker-Planck equations.

Suggested Citation

  • Christian Bayer & Klaus Wälde, 2010. "Matching and Saving in Continuous Time: Proofs," Working Papers 1005, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 13 Jan 2010.
  • Handle: RePEc:jgu:wpaper:1005
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    File URL: http://www.macro.economics.uni-mainz.de/RePEc/pdf/Discussion_Paper_1005.pdf
    File Function: First version, 2010
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    Cited by:

    1. Flórez, Luz A., 2017. "Informal sector under saving: A positive analysis of labour market policies," Labour Economics, Elsevier, vol. 44(C), pages 13-26.
    2. Jeremy Lise, 2013. "On-the-Job Search and Precautionary Savings," Review of Economic Studies, Oxford University Press, vol. 80(3), pages 1086-1113.
    3. Christian Bayer & Klaus Wälde, 2010. "Matching and Saving in Continuous Time: Theory," CESifo Working Paper Series 3026, CESifo Group Munich.

    More about this item

    Keywords

    continuous time uncertainty; Fokker-Planck equations; existence proof;

    JEL classification:

    • C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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