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Citations for "Dynamic Programming with Homogeneous Functions"

by Alvarez, Fernando & Stokey, Nancy L.

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  1. Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, sunspots, and automatic stabilizers," Staff Report 214, Federal Reserve Bank of Minneapolis.
  2. Takashi Kamihigashi, 2004. "Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility," Discussion Paper Series 152, Research Institute for Economics & Business Administration, Kobe University.
  3. Takashi Kamihigashi, 2013. "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming:Existence, Uniqueness, and Convergence," Discussion Paper Series DP2013-35, Research Institute for Economics & Business Administration, Kobe University, revised Dec 2013.
  4. Yishay Yafeh & Kenichi Ueda & Stijn Claessens, 2010. "Financial Frictions, Investment, and Institutions," IMF Working Papers 10/231, International Monetary Fund.
  5. Marius Valentin Boldea, 2006. "On the equilibrium in a discrete-time Lucas Model with endogenous leisure," Cahiers de la Maison des Sciences Economiques b06054, Université Panthéon-Sorbonne (Paris 1).
  6. Kazuo Nishimura & John Stachurski, 2007. "Equilibrium Storage With Multiple Commodities," CAMA Working Papers 2007-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Duran, Jorge, 2001. "Discounting long run average growth in stochastic dynamic programs," CEPREMAP Working Papers (Couverture Orange) 0101, CEPREMAP.
  8. Mikhail Golosov & Larry E. Jones, 2004. "Efficiency with Endogenous Population Growth," 2004 Meeting Papers 8, Society for Economic Dynamics.
  9. Jensen, Martin Kaae, 2012. "Global stability and the “turnpike” in optimal unbounded growth models," Journal of Economic Theory, Elsevier, vol. 147(2), pages 802-832.
  10. Matheron, Julien & Maury, Tristan-Pierre, 2004. "The welfare cost of monopolistic competition: a quantitative assessment," Economic Modelling, Elsevier, vol. 21(6), pages 933-948, December.
  11. Tom Krebs & Martin Scheffel, 2013. "Macroeconomic Evaluation of Labor Market Reform in Germany," IMF Working Papers 13/42, International Monetary Fund.
  12. Ricardo Lagos & Randall Wright, 2005. "A Unified Framework for Monetary Theory and Policy Analysis," Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 463-484, June.
  13. 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.
  14. Takashi Kamihigashi, 2002. "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series 128, Research Institute for Economics & Business Administration, Kobe University.
  15. AKAO Ken-Ichi & SAKAMOTO Hiroaki, 2013. "A Theory of Disasters and Long-run Growth," Discussion papers 13061, Research Institute of Economy, Trade and Industry (RIETI).
  16. Larry Jones & Rodolfo Manuelli & Henry Siu, 2000. "Growth and Business Cycles," NBER Working Papers 7633, National Bureau of Economic Research, Inc.
  17. Eric T. Swanson, 2012. "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models," American Economic Review, American Economic Association, vol. 102(4), pages 1663-91, June.
  18. Bianconi, Marcelo, 2003. "Private information, growth, and asset prices with stochastic disturbances," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 1-24.
  19. Marcet, A. & Marimon, R., 1998. "Recursive Contracts," Economics Working Papers eco98/37, European University Institute.
  20. Aubhik Khan & B. Ravikumar, 2000. "Costly technology adoption and capital accumulation," Working Papers 00-7, Federal Reserve Bank of Philadelphia.
  21. Tom Krebs, 2002. "Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets," Working Papers 2002-30, Brown University, Department of Economics.
  22. Miquel Faig, 1999. "The Optimal structure of Liquidity Provided by a Self Financed Central Bank," Working Papers faig-99-01, University of Toronto, Department of Economics.
  23. 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.
  24. Latchezar Popov & B Ravikumar & Aubhik Khan, 2012. "Enduring Relationships in an Economy with Capital and Private Information," 2012 Meeting Papers 1056, Society for Economic Dynamics.
  25. repec:hal:wpaper:hal-00294828 is not listed on IDEAS
  26. Schoonbroodt, Alice & Tertilt, Michèle, 2014. "Property rights and efficiency in OLG models with endogenous fertility," Journal of Economic Theory, Elsevier, vol. 150(C), pages 551-582.
  27. Larry E. Jones & Rodolfo E. Manuelli & Ennio Stacchetti, 2000. "Technology (and policy) shocks in models of endogenous growth," Staff Report 281, Federal Reserve Bank of Minneapolis.
  28. Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
  29. Takashi Kamihigashi, 2007. "On the Principle of Optimality for Nonstationary Deterministic Dynamic Programming," Discussion Paper Series 200, Research Institute for Economics & Business Administration, Kobe University.
  30. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics.
  31. Suen, Richard M. H., 2011. "Concave consumption function and precautionary wealth accumulation," MPRA Paper 34774, University Library of Munich, Germany.
  32. Faig, Miquel, 2000. "Money with Idiosyncratic Uninsurable Returns to Capital," Journal of Economic Theory, Elsevier, vol. 94(2), pages 218-240, October.
  33. Emilio Espino, 2006. "Equilibrium Portfolios in the Neoclassical Growth Model," 2006 Meeting Papers 92, Society for Economic Dynamics.
  34. LE VAN, Cuong & SAGLAM, Cagri, 2003. "Optimal growth models and the Lagrange multiplier," CORE Discussion Papers 2003083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  35. repec:hal:journl:halshs-00118829 is not listed on IDEAS
  36. jae sim & Dalida Kadyrzhanova & Antonio Falato, 2013. "Rising Intangible Capital, Shrinking Debt Capacity, and the US Corporate Savings Glut," 2013 Meeting Papers 1151, Society for Economic Dynamics.
  37. 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.
  38. Boyan Jovanovic, 2007. "Investment Options and the Business Cycle," NBER Working Papers 13307, National Bureau of Economic Research, Inc.
  39. Le Van, C. & Morhaim, L., 2000. "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications 2000.64, Université Panthéon-Sorbonne (Paris 1).
  40. King, Robert G. & Rebelo, Sergio T., 1999. "Resuscitating real business cycles," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 14, pages 927-1007 Elsevier.
  41. d'Albis, Hippolyte & Le Van, Cuong, 2006. "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 46-55, February.
  42. Jones, Larry E. & Manuelli, Rodolfo E., 2005. "Neoclassical Models of Endogenous Growth: The Effects of Fiscal Policy, Innovation and Fluctuations," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 1, pages 13-65 Elsevier.
  43. Kenichi Ueda, 2001. "Transitional Growth with Increasing Inequality and Financial Deepening," IMF Working Papers 01/108, International Monetary Fund.
  44. Ghiglino, Christian, 2002. "Introduction to a General Equilibrium Approach to Economic Growth," Journal of Economic Theory, Elsevier, vol. 105(1), pages 1-17, July.
  45. Takashi Kamihigashi & Masayuki Yao, 2015. "Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-15, Research Institute for Economics & Business Administration, Kobe University.
  46. Atsushi Oshima & B. Ravikumar & Raymond Riezman, 2008. "Entrepreneurship, Organization Capital and the Evolution of the Firm," CESifo Working Paper Series 2242, CESifo Group Munich.
  47. Miquel Faig, 2001. "A search theory of money and commerce with Neoclassical production," Economics Working Papers 567, Department of Economics and Business, Universitat Pompeu Fabra.
  48. Jensen, Martin Kaae, 2006. "On unbounded growth with heterogenous consumers," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 807-826, November.
  49. Takashi Kamihigashi, 2003. "Necessity of the Transversality Condition for Stochastic Models with CRRA Utility," Discussion Paper Series 137, Research Institute for Economics & Business Administration, Kobe University.
  50. Brogueira, Joao; Schuetze, Fabian, 2015. "Existence and uniqueness of equilibrium in Lucas' asset pricing model when utility is unbounded," Economics Working Papers ECO2015/02, European University Institute.
  51. Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.
  52. Eric T. Swanson, 2013. "Implications of labor market frictions for risk aversion and risk premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
  53. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu & Ennio Stacchetti, 2005. "Fluctuations in Convex Models of Endogenous Growth I: Growth Effects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 780-804, October.
  54. Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models," MPRA Paper 31069, University Library of Munich, Germany, revised 24 May 2011.
  55. Claessens, Stijn & Ueda, Kenichi & Yafeh, Yishay, 2014. "Institutions and financial frictions: Estimating with structural restrictions on firm value and investment," Journal of Development Economics, Elsevier, vol. 110(C), pages 107-122.
  56. Antonella Tutino, 2008. "The rigidity of choice: Lifecycle savings with information-processing limits," Finance and Economics Discussion Series 2008-62, Board of Governors of the Federal Reserve System (U.S.).
  57. David N. DeJong & Emilio Espino, 2011. "The cyclical behavior of equity turnover," Quantitative Economics, Econometric Society, vol. 2(1), pages 99-133, 03.
  58. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, June.
  59. Dalida Kadyrzhanova & Antonio Falato & Jae Sim, 2012. "Intangible Capital and Corporate Cash Holdings: Theory and Evidence," 2012 Meeting Papers 968, Society for Economic Dynamics.
  60. Penn State University & Alexander Monge-Naranjo, 2011. "Foreign Firms and the Diffusion of Know-How," 2011 Meeting Papers 1324, Society for Economic Dynamics.
  61. 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.
  62. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu, 2005. "Fluctuations in Convex Models of Endogenous Growth II: Business Cycle Properties," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 805-828, October.
  63. Kevin Reffett & Olivier Morand, . "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.
  64. Tom Krebs, 2002. "Growth & Welfare Effects of Business Cycles In Economies with Idiosyncratic Human Capital Risk," Working Papers 2002-31, Brown University, Department of Economics.
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