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Citations for "Invariant Distributions and the Limiting Behavior of Markovian Economic Models"

by Futia, Carl A

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  1. John Stachurski & Cuong Le Van, 2004. "Parametric continuity of stationary distributions," Cahiers de la Maison des Sciences Economiques b04059, Université Panthéon-Sorbonne (Paris 1).
  2. Steven N. Durlauf & Danny T. Quah, 1998. "The New Empirics of Economic Growth," NBER Working Papers 6422, National Bureau of Economic Research, Inc.
  3. Shah, Sudhir A., 1995. "Bayesian learning behaviour and the stability of equilibrium forecasts," Journal of Mathematical Economics, Elsevier, vol. 24(5), pages 461-495.
  4. Takeoka, Norio, 2003. "On the consistency of stationary Markov equilibria with an exogenous distribution," Journal of Economic Theory, Elsevier, vol. 113(2), pages 316-324, December.
  5. Quah, Danny T, 1996. "Convergence Empirics across Economies with (Some) Capital Mobility," Journal of Economic Growth, Springer, vol. 1(1), pages 95-124, March.
  6. Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy of Simulations for Stochastic Dynamic Models," Levine's Bibliography 666156000000000264, UCLA Department of Economics.
  7. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  8. Roger E. A. Farmer, 1990. "Dynasty: A Simple Stochastic Growth Model," UCLA Economics Working Papers 598, UCLA Department of Economics.
  9. Yuzhe Zhang, 2005. "Stochastic optimal growth with a non-compact state space," Working Papers 639, Federal Reserve Bank of Minneapolis.
  10. Santos, Manuel S., 2003. "Simulation-based estimation of dynamic models with continuous equilibrium solutions," UC3M Working papers. Economics we034716, Universidad Carlos III de Madrid. Departamento de Economía.
  11. Tapan Mitra & Luigi Montrucchio & Fabio Privileggi, 2003. "The nature of the steady state in models of optimal growth under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(1), pages 39-71, December.
  12. Béal, Sylvain & Rémila, Eric & Solal, Philippe, 2012. "Axioms of invariance for TU-games," MPRA Paper 41530, University Library of Munich, Germany.
  13. Duggan, John & Kalandrakis, Tasos, 2012. "Dynamic legislative policy making," Journal of Economic Theory, Elsevier, vol. 147(5), pages 1653-1688.
  14. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2013. "A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1019-1039.
  15. Manuel Santos, 2007. "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers 0705, University of Miami, Department of Economics.
  16. Roger E.A. Farmer, 1989. "The Lucas Critique Policy Invariance and Multiple Equilibria," UCLA Economics Working Papers 551, UCLA Department of Economics.
  17. Santos, Manuel S., 2004. "Simulation-based estimation of dynamic models with continuous equilibrium solutions," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 465-491, June.
  18. Franke, Reiner, 2009. "A prototype model of speculative dynamics with position-based trading," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1134-1158, May.
  19. Stachurski, J., 2001. "Stochastic Optimal Growth with Unbounded Shock," Department of Economics - Working Papers Series 777, The University of Melbourne.
  20. Costas Aariadis & John Stachurski, 2004. "Poverty Traps," Department of Economics - Working Papers Series 913, The University of Melbourne.
    • Azariadis, Costas & Stachurski, John, 2005. "Poverty Traps," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 5 Elsevier.
  21. Jaime McGovern & Olivier Morand & Kevin Reffett, 2013. "Computing minimal state space recursive equilibrium in OLG models with stochastic production," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(3), pages 623-674, November.
  22. Flam, Sjur Didrik & Mirman, Leonard J., 1998. "Groping for optimal growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 191-207, September.
  23. Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," AMSE Working Papers 1311, Aix-Marseille School of Economics, Marseille, France, revised 26 Feb 2013.
  24. Dixon, Huw David, 2000. "Keeping up with the Joneses: competition and the evolution of collusion," Journal of Economic Behavior & Organization, Elsevier, vol. 43(2), pages 223-238, October.
  25. Stachurski, J., 2000. "Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock," Department of Economics - Working Papers Series 746, The University of Melbourne.
  26. Schenk-Hoppe, Klaus Reiner & Schmalfu[ss], Bjorn, 2001. "Random fixed points in a stochastic Solow growth model," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 19-30, September.
  27. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
  28. Evans, George W. & Honkapohja, Seppo, 1998. "Convergence of learning algorithms without a projection facility," Journal of Mathematical Economics, Elsevier, vol. 30(1), pages 59-86, August.
  29. Manuel S. Santos & Adrian Peralta-Alva, 2012. "Analysis of Numerical Errors," Working Papers 2012-6, University of Miami, Department of Economics.
  30. Stachurski, John, 2003. "Economic dynamical systems with multiplicative noise," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 135-152, February.
  31. Demange, Gabrielle & Laroque, Guy, 1998. "Long-sighted principal and myopic agents," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 119-146, September.
  32. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2012. "Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment," Journal of Mathematical Economics, Elsevier, vol. 48(2), pages 115-132.
  33. Stachurski, J., 2001. "Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth," Department of Economics - Working Papers Series 788, The University of Melbourne.
  34. ÖZGÜR, Onur & BISIN, Alberto, 2011. "Dynamic linear economies with social interactions," Cahiers de recherche 2011-03, Universite de Montreal, Departement de sciences economiques.
  35. Quah, Danny, 1999. "Internet Cluster Emergence," CEPR Discussion Papers 2293, C.E.P.R. Discussion Papers.
  36. Olson, Lars J., 1995. "Dynamic Economic Models with Uncertainty and Irreversibility: Methods and Applications," Working Papers 197822, University of Maryland, Department of Agricultural and Resource Economics.
  37. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2005. "Some stability results for Markovian economic semigroups," International Journal of Economic Theory, The International Society for Economic Theory, vol. 1(1), pages 57-72.
  38. Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2004. "Stochastic Growth With Nonconvexities:The Optimal Case," Department of Economics - Working Papers Series 897, The University of Melbourne.
  39. John Stachurski, 2002. "Random Dynamical Systems with Multiplicative Noise," Department of Economics - Working Papers Series 834, The University of Melbourne.
  40. Heller, Dana, 2004. "An evolutionary approach to learning in a changing environment," Journal of Economic Theory, Elsevier, vol. 114(1), pages 31-55, January.
  41. Nishimura, Kazuo & Stachurski, John, 2005. "Stability of stochastic optimal growth models: a new approach," Journal of Economic Theory, Elsevier, vol. 122(1), pages 100-118, May.
  42. Morand, Olivier F. & Reffett, Kevin L., 2007. "Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 501-522, April.
  43. Ramsza, Michal & Seymour, Robert M., 2010. "Fictitious play in an evolutionary environment," Games and Economic Behavior, Elsevier, vol. 68(1), pages 303-324, January.
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