Olivier Morand
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Olivier F. Morand & Kevin L. Reffett, 2005.
"Stationary Markovian Equilibrium in Overlapping Generation Models with Stochastic Nonclassical Production,"
Working papers
2005-52, University of Connecticut, Department of Economics.
Cited by:
- 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.
- Takashi Kamihigashi & John Stachurski, 2015.
"Seeking Ergodicity in Dynamic Economies,"
Discussion Paper Series
DP2015-40, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-38, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-02, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-22, Research Institute for Economics & Business Administration, Kobe University.
- Kamihigashi, Takashi & Stachurski, John, 2016. "Seeking ergodicity in dynamic economies," Journal of Economic Theory, Elsevier, vol. 163(C), pages 900-924.
- 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, 2008. "Isotone recursive methods for Stationary Markov Equilibra in OLG models with stochastic nonclassical production," 2008 Meeting Papers 470, Society for Economic Dynamics.
- Takashi Kamihigashi & John Stachurski, 2014. "Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India," Working Papers 2014-86, Department of Research, Ipag Business School.
- 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.
- Jaime Erikson & Olivier F. Morand & Kevin L. Reffett, 2005.
"Isotone Recursive Methods for Overlapping Generation Models with Stochastic Nonclassical Production,"
Working papers
2005-51, University of Connecticut, Department of Economics.
Cited by:
- Morand, Olivier F. & Reffett, Kevin L., 2007. "Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 501-522, April.
- Olivier F. Morand, 2002.
"Economic Growth, Longevity, and the Epidemiological Transition,"
Working papers
2002-07, University of Connecticut, Department of Economics.
- Olivier Morand, 2004. "Economic growth, longevity and the epidemiological transition," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 5(2), pages 166-174, May.
Cited by:
- Jana Asher & Beth Osborne Daponte, 2010. "A Hypothetical Cohort Model of Human Development," Human Development Research Papers (2009 to present) HDRP-2010-40, Human Development Report Office (HDRO), United Nations Development Programme (UNDP).
- David Croix & Alessandro Sommacal, 2009.
"A Theory of Medical Effectiveness, Differential Mortality, Income Inequality and Growth for Pre-Industrial England,"
Mathematical Population Studies, Taylor & Francis Journals, vol. 16(1), pages 2-35.
- DE LA CROIX, David & SOMMACAL, Alessandro, 2009. "A theory of medical effectiveness, differential mortality, income inequality and growth for pre-industrial England," LIDAM Reprints CORE 2103, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Murthy, Vasudeva N.R. & Okunade, Albert A., 2009. "The core determinants of health expenditure in the African context: Some econometric evidence for policy," Health Policy, Elsevier, vol. 91(1), pages 57-62, June.
- Gong, Liutang & Li, Hongyi & Wang, Dihai, 2012. "Health investment, physical capital accumulation, and economic growth," China Economic Review, Elsevier, vol. 23(4), pages 1104-1119.
- Yin-Chi Wang, 2011. "Health, Education and Development," 2011 Meeting Papers 1263, Society for Economic Dynamics.
- Kristin Harper & George Armelagos, 2010. "The Changing Disease-Scape in the Third Epidemiological Transition," IJERPH, MDPI, vol. 7(2), pages 1-23, February.
- Devdatta Ray & Mikael Linden, 2018. "Health, inequality and income: a global study using simultaneous model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 7(1), pages 1-28, December.
- Liutang Gong & Hongyi Li & Dihai Wang & Heng-fu Zou, 2011.
"Health, Taxes, and Growth,"
CEMA Working Papers
482, China Economics and Management Academy, Central University of Finance and Economics.
- Liutang Gong & Hongyi Li & Dihai Wang & Heng-fu Zou, 2010. "Health, Taxes, and Growth," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 73-94, May.
- Dihai Wang & Heng-fu Zou, 2011. "The Fogel Approach to Health and Growth," CEMA Working Papers 520, China Economics and Management Academy, Central University of Finance and Economics.
- David, DE LA CROIX & Alessandro, SOMMACAL, 2006.
"A Theory of Medecine Effectiveness, Differential Mortality, Income Inequality and Growth for Pre-Industrial England,"
Discussion Papers (ECON - Département des Sciences Economiques)
2006025, Université catholique de Louvain, Département des Sciences Economiques.
- DE LA CROIX, David & SOMMACAL, Alessandro, 2006. "A theory of medicine effectiveness, differential mortality, income inequality and growth for pre-industrial England," LIDAM Discussion Papers CORE 2006045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jian Qin & Guoqi Yu & Tianlong Xia & You Li & Xue Liang & Peng Wei & Bingshuang Long & Mingzhi Lei & Xiao Wei & Xianyan Tang & Zhiyong Zhang, 2017. "Spatio-Temporal Variation of Longevity Clusters and the Influence of Social Development Level on Lifespan in a Chinese Longevous Area (1982–2010)," IJERPH, MDPI, vol. 14(7), pages 1-14, July.
- Aksan, Anna-Maria & Chakraborty, Shankha, 2014. "Mortality versus morbidity in the demographic transition," European Economic Review, Elsevier, vol. 70(C), pages 470-492.
- Aksan, Anna-Maria & Chakraborty, Shankha, 2013. "Twin Transitions," MPRA Paper 49929, University Library of Munich, Germany.
- 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.
- 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, 2002. "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies," Tinbergen Institute Discussion Papers 02-085/2, Tinbergen Institute.
Cited by:
- 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.
- 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.
- Moritz Kuhn, 2013.
"Recursive Equilibria In An Aiyagari‐Style Economy With Permanent Income Shocks,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(3), pages 807-835, August.
- Kuhn, Moritz, 2008. "Recursive equilibria in an Aiyagari style economy with permanent income shocks," MPRA Paper 32323, University Library of Munich, Germany, revised 09 Dec 2009.
- 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.
- 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.
- 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.
- Kevin Reffett & Olivier Morand, "undated".
"On the Existence and Characterization of Markovian Equilibrium in Models with Simple Non-paternalistic Altruism,"
Working Papers
2133478, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Olivier F. Morand & Kevin L. Reffett, 2002. "On the Existence and Characterization of Markovian Equilibrium in Models with Simple Non-Paternalistic Altruism," Working papers 2002-06, University of Connecticut, Department of Economics.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation," Working Papers hal-00294828, HAL.
- 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.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008.
"Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00294828, HAL.
- 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, University of Exeter, Department of Economics.
- 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.
- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004.
"A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital,"
Levine's Bibliography
122247000000000224, UCLA Department of Economics.
- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008. "A qualitative approach to Markovian equilibrium in infinite horizon economies with capital," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.
- Martin Barbie & Marten Hillebrand, 2017.
"Bubbly Markov Equilibria,"
Working Papers
1703, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Martin Barbie & Marten Hillebrand, 2018. "Bubbly Markov equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 627-679, October.
- 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.
- Yu, Meng & Zhang, Junnan, 2019. "Equilibrium in production chains with multiple upstream partners," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 1-10.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- 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.
- Mathieu Taschereau-Dumouchel & Edouard Schaal, 2015. "Coordinating Business Cycles," 2015 Meeting Papers 178, Society for Economic Dynamics.
- Meng Yu & Junnan Zhang, 2019. "Equilibrium in Production Chains with Multiple Upstream Partners," Papers 1908.08208, arXiv.org.
- Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
- Morand, Olivier F. & Reffett, Kevin L., 2007. "Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 501-522, April.
- 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.
- Leonard Mirman & Olivier Morand & Kevin Reffett, "undated".
"A Qualitative Theory of Markovian Equilibrium in Infinite Horizon Economies with Capital,"
Working Papers
2133376, Department of Economics, W. P. Carey School of Business, Arizona State University.
Cited by:
- 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, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers 1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Francisco M. Gonzalez & Shouyong Shi, 2010.
"An Equilibrium Theory of Learning, Search, and Wages,"
Econometrica, Econometric Society, vol. 78(2), pages 509-537, March.
- 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.
- Francisco M. Gonzalez & Shouyong Shi, 2008. "An Equilibrium Theory of Learning, Search and Wages," Working Papers tecipa-328, University of Toronto, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- Manuel S. Santos, 2007.
"Consistency Properties of a Simulation-Base Estimator for Dynamic Processes,"
Working Papers
0613, 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 Santos, 2007. "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers 0705, University of Miami, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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 157-182, January.
- 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.
- Luis Alcala & Fernando Tohme & Carlos Dabus, 2016.
"Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience,"
Papers
1608.06959, arXiv.org.
- 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.
- , & ,, 2014.
"Stochastic stability in monotone economies,"
Theoretical Economics, Econometric Society, vol. 9(2), May.
- Takashi Kamihigashi & John Stachurski, 2010. "Stochastic Stability in Monotone Economies," Discussion Paper Series DP2010-12, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2013. "Stochastic Stability in Monotone Economies," Discussion Paper Series DP2013-02, Research Institute for Economics & Business Administration, Kobe University.
- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.
- 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.
- Yu, Peng & Ma, Yuechao, 2020. "Observer-based asynchronous control for Markov jump systems," Applied Mathematics and Computation, Elsevier, vol. 377(C).
- 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.
- 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.
- 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.
- 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.
- Bar Light, 2019. "Stochastic Comparative Statics in Markov Decision Processes," Papers 1904.05481, arXiv.org, revised Jan 2020.
- 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.
- 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 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.
- 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.
Cited by:
- Takashi Kamihigashi & John Stachurski, 2011. "Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2011-32, Research Institute for Economics & Business Administration, Kobe University.
- 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.
- 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, 2002. "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies," Tinbergen Institute Discussion Papers 02-085/2, Tinbergen Institute.
- 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.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation," Working Papers hal-00294828, HAL.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008.
"Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00294828, HAL.
- 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, University of Exeter, Department of Economics.
- 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.
- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004.
"A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital,"
Levine's Bibliography
122247000000000224, UCLA Department of Economics.
- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008. "A qualitative approach to Markovian equilibrium in infinite horizon economies with capital," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
- Yu, Meng & Zhang, Junnan, 2019. "Equilibrium in production chains with multiple upstream partners," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 1-10.
- 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.
- Meng Yu & Junnan Zhang, 2019. "Equilibrium in Production Chains with Multiple Upstream Partners," Papers 1908.08208, arXiv.org.
- Massimo Marinacci & Luigi Montrucchio, 2017. "Unique Tarski Fixed Points," Working Papers 604, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- 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.
- Manjira Datta & Leonard Mirman & Olivier Morand & Kevin Reffett, "undated".
"Lattice Methods in Computation of Sequential Markov Equilibrium in Dynamic Games,"
Working Papers
2179545, Department of Economics, W. P. Carey School of Business, Arizona State University.
Cited by:
- 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.
- 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.
Cited by:
Articles
- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008.
"A qualitative approach to Markovian equilibrium in infinite horizon economies with capital,"
Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004. "A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital," Levine's Bibliography 122247000000000224, UCLA Department of Economics.
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, 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, 2004. "Parametric Continuity of Stationary Distributions," Department of Economics - Working Papers Series 899, The University of Melbourne.
- 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, 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, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Papers 1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- 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.
- 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.
- 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.
- 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.
- 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, 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 B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Francisco M. Gonzalez & Shouyong Shi, 2010.
"An Equilibrium Theory of Learning, Search, and Wages,"
Econometrica, Econometric Society, vol. 78(2), pages 509-537, March.
- 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.
- Francisco M. Gonzalez & Shouyong Shi, 2008. "An Equilibrium Theory of Learning, Search and Wages," Working Papers tecipa-328, 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.
- 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.
- 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.
- 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.
- Manuel S. Santos, 2007.
"Consistency Properties of a Simulation-Base Estimator for Dynamic Processes,"
Working Papers
0613, 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 Santos, 2007. "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers 0705, University of Miami, Department of Economics.
- 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.
- 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.
- 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," NBER Working Papers 18178, National Bureau of Economic Research, Inc.
- Daron Acemoglu & Martin Kaae Jensen, 2012. "Robust Comparative Statics in Large Dynamic Economies," Levine's Working Paper Archive 786969000000000507, David K. Levine.
- 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.
- Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John, 2006.
"Stochastic optimal growth with nonconvexities,"
Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 74-96, February.
- 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.
- 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.
- 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.
- Pierri, Damian Rene, 2022.
"An ergodic theory of sovereign default,"
UC3M Working papers. Economics
36164, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Damián Pierri & Hernán D. Seoane, 2022. "An Ergodic Theory of Sovereign Default," Working Papers 206, Red Nacional de Investigadores en Economía (RedNIE).
- 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.
- 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.
- 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.
- 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 157-182, January.
- 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 Alcala & Fernando Tohme & Carlos Dabus, 2016.
"Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience,"
Papers
1608.06959, arXiv.org.
- 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.
- John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.
- 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.
- Pierri, Damian Rene, 2021.
"Accuracy in recursive minimal state space methods,"
UC3M Working papers. Economics
33753, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Pierri Damian, 2024. "Accuracy in Recursive Minimal State Space Methods," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 263-305, July.
- 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.
- 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.
- Morand, Olivier F. & Reffett, Kevin L., 2007.
"Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks,"
Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 501-522, April.
Cited by:
- Takashi Kamihigashi & John Stachurski, 2011. "Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2011-32, Research Institute for Economics & Business Administration, Kobe University.
- 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.
- Takashi Kamihigashi & John Stachurski, 2015.
"Seeking Ergodicity in Dynamic Economies,"
Discussion Paper Series
DP2015-40, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-38, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-02, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2014-22, Research Institute for Economics & Business Administration, Kobe University.
- Kamihigashi, Takashi & Stachurski, John, 2016. "Seeking ergodicity in dynamic economies," Journal of Economic Theory, Elsevier, vol. 163(C), pages 900-924.
- Takashi Kamihigashiw & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Working Papers 2014-402, Department of Research, Ipag Business School.
- 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.
- Lisi Shi & Richard M. H. Suen, 2014.
"The Macroeconomic Consequences of Asset Bubbles and Crashes,"
Working papers
2014-14, University of Connecticut, Department of Economics.
- Shi, Lisi & Suen, Richard M. H., 2014. "The Macroeconomic Consequences of Asset Bubbles and Crashes," MPRA Paper 57045, University Library of Munich, Germany.
- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004.
"A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital,"
Levine's Bibliography
122247000000000224, UCLA Department of Economics.
- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008. "A qualitative approach to Markovian equilibrium in infinite horizon economies with capital," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
- , & ,, 2014.
"Stochastic stability in monotone economies,"
Theoretical Economics, Econometric Society, vol. 9(2), May.
- Takashi Kamihigashi & John Stachurski, 2010. "Stochastic Stability in Monotone Economies," Discussion Paper Series DP2010-12, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi & John Stachurski, 2013. "Stochastic Stability in Monotone Economies," Discussion Paper Series DP2013-02, Research Institute for Economics & Business Administration, Kobe University.
- Martin Barbie & Marten Hillebrand, 2017.
"Bubbly Markov Equilibria,"
Working Papers
1703, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Martin Barbie & Marten Hillebrand, 2018. "Bubbly Markov equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 627-679, October.
- Hillebrand, Marten, 2014.
"Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production,"
Economics Letters, Elsevier, vol. 123(2), pages 171-176.
- Hillebrand, Marten, 2012. "Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production," Working Paper Series in Economics 46, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Takashi Kamihigashi & John Stachurski, 2014. "Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India," Working Papers 2014-86, Department of Research, Ipag Business School.
- Takashi Kamihigashi & John Stachurski, 2014. "Stability Analysis for Random Dynamical Systems in Economics," Discussion Paper Series DP2014-35, Research Institute for Economics & Business Administration, Kobe University.
- 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.
- 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.
Cited by:
- 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.
- Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2007.
"Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor,"
Post-Print
halshs-00101237, HAL.
- Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2007. "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101237, HAL.
- Cuong Le Van & Manh Hung Nguyen & Yiannis Vailakis, 2005. "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Cahiers de la Maison des Sciences Economiques b05096, Université Panthéon-Sorbonne (Paris 1).
- Le Van, Cuong & Nguyen, Manh-Hung & Vailakis, Yiannis, 2007. "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 287-317, April.
- Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2005. "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Post-Print halshs-00197560, HAL.
- Tom Krebs, 2006. "Recursive equilibrium in endogenous growth models with incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 505-523, November.
- 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.
- 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.
- 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.
- 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 157-182, January.
- 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.
- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004.
"A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital,"
Levine's Bibliography
122247000000000224, UCLA Department of Economics.
- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008. "A qualitative approach to Markovian equilibrium in infinite horizon economies with capital," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
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