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Optimal policy and consumption smoothing effects in the time-to-build AK model
Citations
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Cited by:
- Emmanuelle Augeraud-Veron & Mauro Bambi, 2012. "Does habit formation always increase the agents' desire to smooth consumption?," Discussion Papers 12/12, Department of Economics, University of York.
- Hippolyte d'Albis & Jean-Pierre Drugeon, 2020.
"On Investment and Cycles in Explicitely Solved Vintage Capital Models,"
PSE Working Papers
halshs-02570648, HAL.
- Hippolyte d'Albis & Jean-Pierre Drugeon, 2020. "On Investment and Cycles in Explicitely Solved Vintage Capital Models," Working Papers halshs-02570648, HAL.
- Mauro Bambi & Cristina Girolami & Salvatore Federico & Fausto Gozzi, 2017.
"Generically distributed investments on flexible projects and endogenous growth,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 521-558, February.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2015. "Generically distributed investments on flexible projects and endogenous growth," Working Papers - Mathematical Economics 2015-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Fabbri Giorgio & Federico Salvatore, 2014.
"On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term,"
Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 33-43, November.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche 14-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Post-Print hal-01038088, HAL.
- Cristiano Ricci, 2023. "A non-invariance result for the spatial AK model," Papers 2311.06811, arXiv.org.
- Raouf Boucekkine & Giorgio Fabbri & Patrick-Antoine Pintus, 2011. "On the optimal control of a linear neutral differential equation arising in economics," Working Papers halshs-00576770, HAL.
- William Lefebvre & Enzo Miller, 2021. "Linear-quadratic stochastic delayed control and deep learning resolution," Working Papers hal-03145949, HAL.
- Mauro Bambi & Omar Licandro, "undated". "Endogenous Growth and Wave-Like Business Fluctuation," Working Papers 533, Barcelona School of Economics.
- Faggian, Silvia & Gozzi, Fausto & Kort, Peter M., 2021.
"Optimal investment with vintage capital: Equilibrium distributions,"
Journal of Mathematical Economics, Elsevier, vol. 96(C).
- Silvia Faggian & Fausto Gozzo & Peter M. Kort, 2019. "Optimal investment with vintage capital: equilibrium distributions," Working Papers 2019: 12, Department of Economics, University of Venice "Ca' Foscari".
- Emmanuelle Augeraud-Veron & Mauro Bambi & Fausto Gozzi, 2017.
"Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension,"
Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 584-611, May.
- Emmanuelle Augeraud-Veron & Mauro Bambi & Fausto Gozzi, 2017. "Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension," Post-Print hal-02871232, HAL.
- d’Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan, 2014.
"Multiple solutions in systems of functional differential equations,"
Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 50-56.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2013. "Multiple Solutions in Systems of Functional Differential Equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00786419, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2014. "Multiple solutions in systems of functional differential equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01015386, HAL.
- d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Herman Jan, 2014. "Multiple Solutions in Systems of Functional Differential Equations," MPRA Paper 54777, University Library of Munich, Germany.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2013. "Multiple Solutions in Systems of Functional Differential Equations," Post-Print halshs-00786419, HAL.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2013. "Multiple Solutions in Systems of Functional Differential Equations," Documents de travail du Centre d'Economie de la Sorbonne 13007, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Hippolyte d'Albis & Emmanuelle Augeraud-Véron & Hermen Jan Hupkes, 2014. "Multiple solutions in systems of functional differential equations," Post-Print hal-01015386, HAL.
- Caulkins, Jonathan P. & Hartl, Richard F. & Kort, Peter M., 2010. "Delay equivalence in capital accumulation models," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1243-1246, November.
- Bambi, Mauro & Gozzi, Fausto & Licandro, Omar, 2014. "Endogenous growth and wave-like business fluctuations," Journal of Economic Theory, Elsevier, vol. 154(C), pages 68-111.
- Filippo de Feo & Salvatore Federico & Andrzej 'Swik{e}ch, 2023. "Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models," Papers 2302.08809, arXiv.org.
- William Lefebvre & Enzo Miller, 2021. "Linear-quadratic stochastic delayed control and deep learning resolution," Papers 2102.09851, arXiv.org, revised Feb 2021.
- Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2014. "On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model," Discussion Papers 14/15, Department of Economics, University of York.
- Giorgio Fabbri & Fausto Gozzi & Andrzej Swiech, 2017. "Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations," Post-Print hal-01505767, HAL.
- BOUCEKKINE, Raouf & FABBRI, Giorgio & PINTUS, Patrick, 2012.
"On the optimal control of a linear neutral differential equation arising in economics,"
LIDAM Reprints CORE
2449, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Raouf Boucekkine & Giorgio Fabbri & Patrick-Antoine Pintus, 2013. "On the optimal control of a linear neutral differential equation arising in economics," Post-Print halshs-00576770, HAL.
- Frédéric Zumer & Jacques Le Cacheux & Marc Flandreau, 1998.
"Stability without a pact? Lessons from the European Gold Standard, 1880-1913,"
Sciences Po publications
n°98-01, Sciences Po.
- Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Working Papers hal-01038088, HAL.
- Augeraud-Veron, Emmanuelle & Bambi, Mauro, 2015.
"Endogenous growth with addictive habits,"
Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 15-25.
- Emmanuelle Augeraud-Veron & Mauro Bambi, 2014. "Endogenous Growth with Addictive Habits," Discussion Papers 14/16, Department of Economics, University of York.
- Emmanuelle Augeraud-Veron & Mauro Bambi, 2015. "Endogenous growth with addictive habits," Post-Print hal-02871278, HAL.
- Kuangyuan Zhang & Richard Olawoyin & Antonio Nieto & Andrew N. Kleit, 2018. "Risk of commodity price, production cost and time to build in resource economics," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 20(6), pages 2521-2544, December.
- Hwan C. Lin, 2018. "Erratum to: Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 697-697, March.
- Hwan C. Lin, 2018. "Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 677-696, March.
- William Lefebvre & Enzo Miller, 2021. "Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 134-168, October.
- William Lefebvre & Enzo Miller, 2021. "Linear-quadratic stochastic delayed control and deep learning resolution," Post-Print hal-03145949, HAL.
- Bambi, Mauro, 2015. "Time-to-build and the capital structure," Economics Letters, Elsevier, vol. 137(C), pages 222-225.