A tale of two debt crises: a stochastic optimal control analysis
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- Stein, Jerome L., 2010. "A tale of two debt crises: a stochastic optimal control analysis," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 4, pages 1-24.
- Jerome L. Stein, 2008. "A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis," CESifo Working Paper Series 2220, CESifo Group Munich.
References listed on IDEAS
- Jerome L. Stein, 2005. "Optimal Debt And Endogenous Growth In Models Of International Finance," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 389-413, December.
- Blanchet-Scalliet, Christophette & Diop, Awa & Gibson, Rajna & Talay, Denis & Tanre, Etienne, 2007. "Technical analysis compared to mathematical models based methods under parameters mis-specification," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1351-1373, May.
- Stein, Jerome L., 2006. "Stochastic Optimal Control, International Finance, and Debt Crises," OUP Catalogue, Oxford University Press, number 9780199280575.
- Stein, Jerome L., 2007.
"United States current account deficits: A stochastic optimal control analysis,"
Journal of Banking & Finance,
Elsevier, vol. 31(5), pages 1321-1350, May.
- Jerome L. Stein, 2006. "United States Current Account Deficits: A Stochastic Optimal Control Analysis," CESifo Working Paper Series 1805, CESifo Group Munich.
- Fleming, Wendell H. & Stein, Jerome L., 2004.
"Stochastic optimal control, international finance and debt,"
Journal of Banking & Finance,
Elsevier, vol. 28(5), pages 979-996, May.
- Stein Jerome & Wendell Fleming, "undated". "Stochastic Optimal Control, International Finance and Debt," EcoMod2002 330800063, EcoMod.
- Wendell Fleming & Jerome L. Stein, 2002. "Stochastic Optimal Control, International Finance and Debt," CESifo Working Paper Series 744, CESifo Group Munich.
- Massimo Guidolin & Elizabeth A. La Jeunesse, 2007. "The decline in the U.S. personal saving rate: is it real and is it a puzzle?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 491-514.
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- Stein, Jerome L., 2011.
"The crisis, Fed, Quants and stochastic optimal control,"
Elsevier, vol. 28(1-2), pages 272-280, January.
- Stein, Jerome L., 2011. "The crisis, Fed, Quants and stochastic optimal control," Economic Modelling, Elsevier, vol. 28(1), pages 272-280.
More about this item
KeywordsOptimization; banking; stochastic optimal control; agriculture debt crisis; subprime mortgage crisis;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-24 (All new papers)
- NEP-RMG-2009-10-24 (Risk Management)
- NEP-URE-2009-10-24 (Urban & Real Estate Economics)
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