IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

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

by Futia, Carl A

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Mitra, Tapan & Montrucchio, Luigi & Privileggi, Fabio, 2001. "The Nature of the Steady State in Models of Optimal Growth Under Uncertainty," Working Papers 01-04, Cornell University, Center for Analytic Economics.
  2. S Durlauf & Danny Quah, 1998. "The New Empirics of Economic Growth," CEP Discussion Papers dp0384, Centre for Economic Performance, LSE.
  3. John Duggan & Tasos Kalandrakis, 2007. "Dynamic Legislative Policy Making," Wallis Working Papers WP45, University of Rochester - Wallis Institute of Political Economy.
  4. Quah, Danny T, 1996. " Convergence Empirics across Economies with (Some) Capital Mobility," Journal of Economic Growth, Springer, vol. 1(1), pages 95-124, March.
  5. 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.
  6. Demange, Gabrielle & Laroque, Guy, 1998. "Long-sighted principal and myopic agents," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 119-146, September.
  7. Kevin Reffett & Olivier Morand, 2008. "Isotone recursive methods for Stationary Markov Equilibra in OLG models with stochastic nonclassical production," 2008 Meeting Papers 470, Society for Economic Dynamics.
  8. 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.
  9. Adrian Peralta-Alva & Manuel S. Santos, 2012. "Analysis of numerical errors," Working Papers 2012-062, Federal Reserve Bank of St. Louis.
  10. Stachurski, J., 2001. "Stochastic Optimal Growth with Unbounded Shock," Department of Economics - Working Papers Series 777, The University of Melbourne.
  11. 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.
  12. 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.
  13. Stachurski, J., 2000. "Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock," Department of Economics - Working Papers Series 746, The University of Melbourne.
  14. 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.
  15. Béal, Sylvain & Rémila, Eric & Solal, Philippe, 2012. "Axioms of invariance for TU-games," MPRA Paper 41530, University Library of Munich, Germany.
  16. Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy Of Simulations For Stochastic Dynamic Models," Economics Working Papers we034615, Universidad Carlos III, Departamento de Economía.
  17. Zhang, Yuzhe, 2007. "Stochastic optimal growth with a non-compact state space," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 115-129, February.
  18. Quah, Danny, 2000. "Internet cluster emergence," European Economic Review, Elsevier, vol. 44(4-6), pages 1032-1044, May.
  19. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
  20. Roger E.A. Farmer, 1989. "The Lucas Critique Policy Invariance and Multiple Equilibria," UCLA Economics Working Papers 551, UCLA Department of Economics.
  21. 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.
  22. 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.
  23. Ramsza, Michal & Seymour, Robert M., 2010. "Fictitious play in an evolutionary environment," Games and Economic Behavior, Elsevier, vol. 68(1), pages 303-324, January.
  24. Cuong Van & John Stachurski, 2007. "Parametric continuity of stationary distributions," Economic Theory, Springer, vol. 33(2), pages 333-348, November.
  25. 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.
  26. 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.
  27. Heller, Dana, 2004. "An evolutionary approach to learning in a changing environment," Journal of Economic Theory, Elsevier, vol. 114(1), pages 31-55, January.
  28. Manuel S. Santos, 2003. "Simulation-Based Estimation Of Dynamic Models With Continuous Equilibrium Solutions," Economics Working Papers we034716, Universidad Carlos III, Departamento de Economía.
  29. John Stachurski, 2002. "Random Dynamical Systems with Multiplicative Noise," Department of Economics - Working Papers Series 834, The University of Melbourne.
  30. Stachurski, John, 2003. "Economic dynamical systems with multiplicative noise," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 135-152, February.
  31. Onur Ozgur & Alberto Bisin, 2011. "Dynamic linear economies with social interactions," Levine's Working Paper Archive 786969000000000036, David K. Levine.
  32. 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.
  33. 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.
  34. 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.
  35. Shah, Sudhir A., 1995. "Bayesian learning behaviour and the stability of equilibrium forecasts," Journal of Mathematical Economics, Elsevier, vol. 24(5), pages 461-495.
  36. Manuel Santos, 2007. "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers 0705, University of Miami, Department of Economics.
  37. Jaime McGovern & Olivier Morand & Kevin Reffett, 2013. "Computing minimal state space recursive equilibrium in OLG models with stochastic production," Economic Theory, Springer, vol. 54(3), pages 623-674, November.
  38. Roger E. A. Farmer, 1990. "Dynasty: A Simple Stochastic Growth Model," UCLA Economics Working Papers 598, UCLA Department of Economics.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.