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

Citations for "A local analysis of N-sector capital accumulation under uncertainty"

by Magill, Michael J. P.

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. Juan Carlos Parra-Alvarez, 2013. "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers 2013-39, School of Economics and Management, University of Aarhus.
  2. William A. Brock & Anastasios Xepapadeas & Athanasios. N. Yannacopoulos, 2013. "Robust Control of a Spatially Distributed Commercial Fishery," Working Papers 2013.11, Fondazione Eni Enrico Mattei.
  3. Thomas von Brasch & Johan Byström & Lars Petter Lystad, 2012. "Optimal control and the Fibonacci sequence," Discussion Papers 674, Statistics Norway, Research Department.
  4. Pierpaolo Benigno & Michael Woodford, 2005. "Optimal Taxation in an RBC Model: A Linear-Quadratic Approach," NBER Working Papers 11029, National Bureau of Economic Research, Inc.
  5. Levine, Paul & Pearlman, Joseph & Pierse, Richard, 2008. "Linear-quadratic approximation, external habit and targeting rules," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3315-3349, October.
  6. Levine, Paul & Pearlman, Joseph, 2011. "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers 10, CEPREMAP.
  7. Anastasios Xepapadeas & William Brock, 2005. "Optimal Control and Spatial Heterogeneity: Pattern Formation in Economic-Ecological Models," Working Papers 2005.96, Fondazione Eni Enrico Mattei.
  8. Williams, Noah, 2004. "Small noise asymptotics for a stochastic growth model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December.
  9. Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
  10. Giannis Vardas & Anastasios Xepapadeas, 2010. "Model Uncertainty, Ambiguity and the Precautionary Principle: Implications for Biodiversity Management," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 45(3), pages 379-404, March.
  11. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
  12. William Brock & Anastasios Xepapadeas & Athanasios Yannacopoulos, 2014. "Spatiotemporal robust control in infinite dimensional spaces," DEOS Working Papers 1405, Athens University of Economics and Business.
  13. W.A. Brock & A. Xepapadeas & A.N. Yannacopoulos, 2014. "Optimal Control in Space and Time and the Management of Environmental Resources," Annual Review of Resource Economics, Annual Reviews, vol. 6(1), pages 33-68, October.
  14. W. Brock & A. Xepapadeas & A. Yannacopoulos, 2014. "Robust Control and Hot Spots in Spatiotemporal Economic Systems," Dynamic Games and Applications, Springer, vol. 4(3), pages 257-289, September.
  15. Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010. "A new algorithm for solving dynamic stochastic macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 388-403, March.
  16. Benigno, Pierpaolo & Woodford, Michael, 2012. "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
  17. Mauro Bambi & Aurélien Saïdi, 2008. "Increasing Returns to Scale and Welfare: Ranking the Multiple Deterministic Equilibria," CER-ETH Economics working paper series 08/99, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  18. Brock, William & Xepapadeas, Anastasios, 2008. "Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2745-2787, September.
  19. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
  20. Paul Levine & Joseph Pearlman & Bo Yang, 2012. "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers 1012, School of Economics, University of Surrey.
  21. Michael J. P. Magill, 1978. "On Cyclical Motion in Dynamic Economics," Discussion Papers 334, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  22. 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.