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Citations for "Recursive utility and the Ramsey problem"

by Boud, John III

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  1. Takashi Kamihigashi, 2016. "A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies with Strictly Monotone Preferences," Discussion Paper Series DP2016-32, Research Institute for Economics & Business Administration, Kobe University.
  2. Robert A. Becker & Juan Pablo Rincón-Zapatero, 2017. "Arbitration and Renegotiation in Trade Agreements," Caepr Working Papers 2017-007 Classification-D, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  3. Christopher D. Carroll, 2004. "Theoretical Foundations of Buffer Stock Saving," Economics Working Paper Archive 517, The Johns Hopkins University,Department of Economics.
  4. Le Van, Cuong & Morhaim, Lisa, 2002. "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, vol. 105(1), pages 158-187, July.
  5. Kenichi Ueda, 2001. "Transitional Growth with Increasing Inequality and Financial Deepening," IMF Working Papers 01/108, International Monetary Fund.
  6. Nishimura, Kazuo & Stachurski, John, 2009. "Equilibrium storage with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.
  7. Farmer, Roger E.A. & Lahiri, Amartya, 2005. "Recursive preferences and balanced growth," Journal of Economic Theory, Elsevier, vol. 125(1), pages 61-77, November.
  8. Anna Jaśkiewicz & Janusz Matkowski & Andrzej Nowak, 2014. "On variable discounting in dynamic programming: applications to resource extraction and other economic models," Annals of Operations Research, Springer, vol. 220(1), pages 263-278, September.
  9. Janusz Matkowski & Andrzej Nowak, 2011. "On discounted dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 455-474, April.
  10. Richard M. H. Suen, 2014. "Time Preference And The Distributions Of Wealth And Income," Economic Inquiry, Western Economic Association International, vol. 52(1), pages 364-381, 01.
  11. Jorge Durán, 2003. "Discounting long run average growth in stochastic dynamic programs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 395-413, September.
  12. Mohamed Mabrouk, 2005. "Intergenerational anonymity as an alternative to the discounted- sum criterion in the calculus of optimal growth II: Pareto optimality and some economic interpretations," GE, Growth, Math methods 0511007, EconWPA.
  13. Mohamed Mabrouk, 2005. "Intergenerational anonymity as an alternative to the discounted- sum criterion in the calculus of optimal growth I: Consensual optimality," GE, Growth, Math methods 0510013, EconWPA.
  14. Nicole B\"auerle & Anna Ja\'skiewicz, 2015. "Stochastic Optimal Growth Model with Risk Sensitive Preferences," Papers 1509.05638, arXiv.org.
  15. Jafarey, Saqib & Park, Hyun, 1998. "The dynamics of optimal wealth distributions with recursive utility," Economics Letters, Elsevier, vol. 61(2), pages 149-158, November.
  16. Ozaki, Hiroyuki & Streufert, Peter A., 1996. "Dynamic programming for non-additive stochastic objectives," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 391-442.
  17. Beker, Pablo F. & Espino, Emilio, 2011. "The dynamics of efficient asset trading with heterogeneous beliefs," Journal of Economic Theory, Elsevier, vol. 146(1), pages 189-229, January.
  18. Marinacci, Massimo & Montrucchio, Luigi, 2010. "Unique solutions for stochastic recursive utilities," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1776-1804, September.
  19. Kamihigashi, Takashi, 2002. "Externalities and nonlinear discounting: Indeterminacy," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 141-169, January.
  20. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2017. "On Temporal Aggregators and Dynamic Programming ," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
  21. Kaori Hasegawa, 2000. "The Second Fundamental Theorem of Welfare Economics and the Existence of Competitive Equilibrium over an Infinite Horizon with General Consumption Sets," Econometric Society World Congress 2000 Contributed Papers 1377, Econometric Society.
  22. Mutlu, Gulseren, 2013. "Delay aversion under a general class of preferences," Economics Letters, Elsevier, vol. 121(2), pages 306-310.
  23. Mabrouk, Mohamed, 2006. "Allais-anonymity as an alternative to the discounted-sum criterion in the calculus of optimal growth I: Consensual optimality," MPRA Paper 10512, University Library of Munich, Germany.
  24. Le Van, Cuong & Vailakis, Yiannis, 2005. "Recursive utility and optimal growth with bounded or unbounded returns," Journal of Economic Theory, Elsevier, vol. 123(2), pages 187-209, August.
  25. Juan Rincón-Zapatero & Carlos Rodríguez-Palmero, 2007. "Recursive utility with unbounded aggregators," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(2), pages 381-391, November.
  26. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne 15053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  27. Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone concave operators: An application to the existence and uniqueness of solutions to the Bellman equation," Discussion Papers 0803, Exeter University, Department of Economics.
  28. repec:spr:etbull:v:5:y:2017:i:2:d:10.1007_s40505-016-0112-1 is not listed on IDEAS
  29. Alvarez, Fernando & Stokey, Nancy L., 1998. "Dynamic Programming with Homogeneous Functions," Journal of Economic Theory, Elsevier, vol. 82(1), pages 167-189, September.
  30. Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
  31. Ben-Gad, Michael, 1998. "Balanced-growth-consistent recursive utility and heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 459-462, November.
  32. Richard M. H. Suen, 2009. "Bounding the CRRA Utility Functions," Working Papers 200902, University of California at Riverside, Department of Economics, revised Feb 2009.
  33. James Redekop, 1996. "Arrow theorems in mixed goods, stochastic, and dynamic economic environments," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 13(1), pages 95-112, January.
  34. repec:hal:journl:halshs-01169552 is not listed on IDEAS
  35. Fernando Tohmé & Carlos Dabús, 2009. "Economic Growth in a Two-Agent Economy," DEGIT Conference Papers c014_043, DEGIT, Dynamics, Economic Growth, and International Trade.
  36. Joshi, Sumit, 1997. "Recursive utility, martingales, and the asymptotic behaviour of optimal processes," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 505-523.
  37. Masayuki Yao, 2016. "Recursive Utility and the Solution to the Bellman Equation," Discussion Paper Series DP2016-08, Research Institute for Economics & Business Administration, Kobe University.
  38. Luis Alcala & Fernando Tohme & Carlos Dabus, 2016. "Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience," Papers 1608.06959, arXiv.org.
  39. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, January.
  40. Matthias Messner & Nicola Pavoni & Christopher Sleet, "undated". "Contractive Dual Methods for Incentive Problems," GSIA Working Papers 2012-E26, Carnegie Mellon University, Tepper School of Business.
  41. Toda, Alexis Akira, 2014. "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
  42. A. Jaśkiewicz & J. Matkowski & A. S. Nowak, 2013. "Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting," Mathematics of Operations Research, INFORMS, vol. 38(1), pages 108-121, February.
  43. João Brogueira & Fabian Schütze, 2017. "Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 179-190, October.
  44. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169552, HAL.
  45. Joshi, Sumit, 1997. "Existence in undiscounted non-stationary non-convex multisector environments," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 111-126, August.
  46. Dolmas, Jim, 1996. "Balanced-growth-consistent recursive utility," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 657-680, April.
  47. Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
  48. Jaroslav Borovicka & John Stachurski, 2017. "Spectral Conditions for Existence and Uniqueness of Recursive Utilities," Papers 1710.06526, arXiv.org, revised Oct 2017.
  49. Joshi, Sumit, 1995. "Recursive utility and optimal growth under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 601-617.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.