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A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
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Cited by:
- 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.
- Costas Aariadis & John Stachurski, 2004. "Poverty Traps," Department of Economics - Working Papers Series 913, The University of Melbourne.
- Cuong Van & John Stachurski, 2007.
"Parametric continuity of stationary distributions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(2), pages 333-348, November.
- Cuong Le Van & John Stachurski, 2004. "Parametric Continuity of Stationary Distributions," Department of Economics - Working Papers Series 899, The University of Melbourne.
- Cuong Le Van & John Stachurski, 2006. "Parametric Continuity of Stationary Distributions," KIER Working Papers 616, Kyoto University, Institute of Economic Research.
- John Stachurski & Cuong Le Van, 2004. "Parametric continuity of stationary distributions," Cahiers de la Maison des Sciences Economiques b04059, Université Panthéon-Sorbonne (Paris 1).
- Cuong Le Van & John Stachurski, 2007. "Parametric continuity of stationary distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101157, HAL.
- Jaroslav Borovička & John Stachurski, 2020.
"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
- Jaroslav Borovicka & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers 1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- Pierri, Damian Rene & Reffett, Kevin, 2021.
"Memory, multiple equilibria and emerging market crises,"
UC3M Working papers. Economics
32871, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Damián Pierri, 2021. "Memory, Multiple Equilibria And Emerging Market Crises," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-62, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Damián Pierri & Kevin Reffett, 2021. "Memory, Multiple Equilibria and Emerging Market Crises," Working Papers 154, Universidad de San Andres, Departamento de Economia, revised Aug 2021.
- Morand, Olivier F. & Reffett, Kevin L., 2003.
"Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies,"
Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1351-1373, September.
- Olivier F. Morand & Kevin L. Reffett, 2001. "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies," Working papers 2001-02, University of Connecticut, Department of Economics.
- Olivier F. Morand & Kevin L. Reffett, 2002. "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies," Tinbergen Institute Discussion Papers 02-085/2, Tinbergen Institute.
- Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2016.
"On learning and growth,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(4), pages 641-684, April.
- Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2013. "On Learning and Growth," Cahiers de recherche 1336, CIRPEE.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020.
"A tractable framework for analyzing a class of nonstationary Markov models,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
- Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
- Rodrigo Raad, 2016.
"Recursive equilibrium with Price Perfect Foresight and a minimal state space,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
- Rodrigo Jardim Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
- Takashi Kamihigashi & John Stachurski, 2011. "Stability of Stationary Distributions in Monotone Economies," ANU Working Papers in Economics and Econometrics 2011-561, Australian National University, College of Business and Economics, School of Economics.
- Wozny Lukasz & Growiec Jakub, 2012.
"Intergenerational Interactions in Human Capital Accumulation,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-47, June.
- Woźny, Łukasz & Growiec, Jakub, 2008. "Intergenerational interactions in human capital accumulation," MPRA Paper 10308, University Library of Munich, Germany.
- Jakub Growiec & Lukasz Wozny, 2010. "Intergenerational interactions in human capital accumulation," NBP Working Papers 71, Narodowy Bank Polski.
- Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014.
"An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note,"
Working Papers
2014-398, Department of Research, Ipag Business School.
- Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014. "An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note," Discussion Paper Series DP2014-24, Research Institute for Economics & Business Administration, Kobe University, revised Jul 2014.
- Francisco M. Gonzalez & Shouyong Shi, 2010.
"An Equilibrium Theory of Learning, Search, and Wages,"
Econometrica, Econometric Society, vol. 78(2), pages 509-537, March.
- Francisco M. Gonzalez & Shouyong Shi, 2008. "An Equilibrium Theory of Learning, Search and Wages," Working Papers tecipa-328, University of Toronto, Department of Economics.
- Shouyong Shi & Francisco Gonzalez, 2009. "An Equilibrium Theory of Learning, Search and Wages," 2009 Meeting Papers 27, Society for Economic Dynamics.
- Francisco M. Gonzalez & Shouyong Shi, 2009. "An Equilibrium Theory of Learning, Search and Wages," Working Papers tecipa-384, University of Toronto, Department of Economics.
- Nishimura, Kazuo & Stachurski, John, 2007.
"Stochastic optimal policies when the discount rate vanishes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1416-1430, April.
- Kazuo Nishimura & John Stachurski, 2006. "Stochastic Optimal Policies When the Discout Rate Vanishes," KIER Working Papers 617, Kyoto University, Institute of Economic Research.
- Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
- Manjira Datta & Kevin Reffett & Łukasz Woźny, 2018. "Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 593-626, October.
- Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008.
"A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
- Eugenio Bobenrieth & Juan Bobenrieth, 2006. "A Foundation for the Solution of Consumption-Saving Behavior with Borrowing Constraint and Unbounded Marginal Utility," Working Papers 02-2006, Departamento de Economía, Universidad de Concepción.
- Balbus, Lukasz & Dziewulski, Pawel & Reffett, Kevin & Wozny, Lukasz, 2022.
"Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk,"
Theoretical Economics, Econometric Society, vol. 17(2), May.
- Lukasz Balbusy & Pawel Dziewulski & Kevin Reffett & Lukasz Wozny, 2020. "Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk," Working Paper Series 1320, Department of Economics, University of Sussex Business School.
- Lukasz Balbus & Pawel Dziewulski & Kevin Reffett & Lukasz Wozny, 2020. "Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk," KAE Working Papers 2020-052, Warsaw School of Economics, Collegium of Economic Analysis.
- Manuel Santos, 2007.
"Consistency Properties of a Simulation-Based Estimator for Dynamic Processes,"
Working Papers
0705, University of Miami, Department of Economics.
- Manuel S. Santos, 2010. "Consistency properties of a simulation-based estimator for dynamic processes," Papers 1001.2173, arXiv.org.
- Manuel S. Santos, 2007. "Consistency Properties of a Simulation-Base Estimator for Dynamic Processes," Working Papers 0613, University of Miami, Department of Economics.
- Manjira Datta & Leonard Mirman & Olivier Morand & Kevin Reffett, 2002.
"Monotone Methods for Markovian Equilibrium in Dynamic Economies,"
Annals of Operations Research, Springer, vol. 114(1), pages 117-144, August.
- Kevin Reffett & Manjira Datta & Leonard Mirman & Olivier Morand, "undated". "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Working Papers 2133476, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2002. "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Tinbergen Institute Discussion Papers 02-086/2, Tinbergen Institute.
- Bar Light, 2021. "Stochastic Comparative Statics in Markov Decision Processes," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 797-810, May.
- Daron Acemoglu & Martin Kaae Jensen, 2015.
"Robust Comparative Statics in Large Dynamic Economies,"
Journal of Political Economy, University of Chicago Press, vol. 123(3), pages 587-640.
- Daron Acemoglu & Martin Kaae Jensen, 2012. "Robust Comparative Statics in Large Dynamic Economies," Levine's Working Paper Archive 786969000000000507, David K. Levine.
- Daron Acemoglu & Martin Kaae Jensen, 2012. "Robust Comparative Statics in Large Dynamic Economies," NBER Working Papers 18178, National Bureau of Economic Research, Inc.
- Olivier Morand & Kevin Reffett & Suchismita Tarafdar, 2018. "Generalized Envelope Theorems: Applications to Dynamic Programming," Journal of Optimization Theory and Applications, Springer, vol. 176(3), pages 650-687, March.
- Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2012.
"Stochastic Optimal Growth with Nonconvexities,"
Springer Books, in: John Stachurski & Alain Venditti & Makoto Yano (ed.), Nonlinear Dynamics in Equilibrium Models, edition 127, chapter 0, pages 261-288,
Springer.
- Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John, 2006. "Stochastic optimal growth with nonconvexities," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 74-96, February.
- 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, March.
- Leonard J. Mirman & Kevin Reffett & John Stachurski, 2004. "Some Stability Results for Markovian Economic Semigroups," Department of Economics - Working Papers Series 902, The University of Melbourne.
- Damián Pierri & Hernán D. Seoane, 2022.
"An Ergodic Theory of Sovereign Default,"
Working Papers
206, Red Nacional de Investigadores en Economía (RedNIE).
- Pierri, Damian Rene & Seoane, Hernán, 2022. "An ergodic theory of sovereign default," UC3M Working papers. Economics 36164, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Rabah Amir, 2018. "Special issue: supermodularity and monotone methods in economics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 547-556, October.
- 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.
- Kevin Reffett & Olivier Morand, "undated". "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies with Capital," Working Papers 2133378, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Li, Huiyu & Stachurski, John, 2014. "Solving the income fluctuation problem with unbounded rewards," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 353-365.
- Richter Alexander W. & Throckmorton Nathaniel A., 2015.
"The zero lower bound: frequency, duration, and numerical convergence,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(1), pages 1-26, January.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2013. "The Zero Lower Bound: Frequency, Duration, and Determinacy," Auburn Economics Working Paper Series auwp2013-16, Department of Economics, Auburn University.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "The Zero Lower Bound: Frequency, Duration, and Numerical Convergence," Auburn Economics Working Paper Series auwp2014-09, Department of Economics, Auburn University.
- 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.
- 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.
- 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 EconomÃa.
- Luis Alcalá & Fernando Tohmé & Carlos Dabús, 2019.
"Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience,"
Dynamic Games and Applications, Springer, vol. 9(2), pages 314-365, June.
- Luis Alcala & Fernando Tohme & Carlos Dabus, 2016. "Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience," Papers 1608.06959, arXiv.org.
- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
- Lehrer, Ehud & Light, Bar, 2018. "The effect of interest rates on consumption in an income fluctuation problem," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 63-71.
- Damián Pierri & Julián Martínez, 2020.
"Accuracy in Recursive Minimal State Space Methods,"
Working Papers
147, Universidad de San Andres, Departamento de Economia, revised Aug 2020.
- Pierri, Damian Rene, 2021. "Accuracy in recursive minimal state space methods," UC3M Working papers. Economics 33753, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Crettez, Bertrand & Morhaim, Lisa, 2012. "Existence of competitive equilibrium in a non-optimal one-sector economy without conditions on the distorted marginal product of capital," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 197-206.
- Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005.
"Markovian equilibrium in infinite horizon economies with incomplete markets and public policy,"
Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.
- Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute.
- Alexander Richter & Nathaniel Throckmorton & Todd Walker, 2014.
"Accuracy, Speed and Robustness of Policy Function Iteration,"
Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 445-476, December.
- Todd B. Walker & Alexander W. Richter & Nathaniel A. Throckmorton, 2014. "Accuracy, Speed and Robustness of Policy Function Iteration," Auburn Economics Working Paper Series auwp2014-08, Department of Economics, Auburn University.
- Lilia Maliar & Serguei Maliar, 2016. "Ruling Out Multiplicity of Smooth Equilibria in Dynamic Games: A Hyperbolic Discounting Example," Dynamic Games and Applications, Springer, vol. 6(2), pages 243-261, June.
- 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.
- Jianhua Wang & Qingling Zhang & Xiaoxu Liu, 2015. "control for discrete-time singular Markovian jump systems based on the novel bounded real lemma," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(1), pages 63-75, January.
- 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.
- Lukasz Balbus & Wojciech Olszewski & Kevin Reffett & Lukasz Wozny, 2022. "Iterative Monotone Comparative Statics," KAE Working Papers 2022-072, Warsaw School of Economics, Collegium of Economic Analysis.
- Takashi Kamihigashi & John Stachurski, 2012. "Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2012-27, Research Institute for Economics & Business Administration, Kobe University.
- Manjira Datta & Leonard Mirman & Kevin Reffett, "undated". "Nonclassical Brock-Mirman Economies," Working Papers 2179544, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Bar Light, 2019. "Stochastic Comparative Statics in Markov Decision Processes," Papers 1904.05481, arXiv.org, revised Jan 2020.