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On the Differentiability of the Value Function in Dynamic Models of Economics
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- Tsur, Yacov & Graham-Tomasi, Theodore, 1991.
"The buffer value of groundwater with stochastic surface water supplies,"
Journal of Environmental Economics and Management, Elsevier, vol. 21(3), pages 201-224, November.
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- Marimon, Ramon & Werner, Jan, 2021.
"The envelope theorem, Euler and Bellman equations, without differentiability,"
Journal of Economic Theory, Elsevier, vol. 196(C).
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"Strong Concavity Properties of Indirect Utility Functions in Multisector Optimal Growth Models,"
Journal of Economic Theory, Elsevier, vol. 74(2), pages 349-367, June.
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- Andrew Clausen & Carlo Strub, 2016.
"Money Cycles,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(4), pages 1279-1298, November.
- Clausen, Andrew & Strub, Carlo, 2011. "Money Cycles," Economics Working Paper Series 1102, University of St. Gallen, School of Economics and Political Science.
- Clausen, Andrew & Strub, Carlo, 2014. "Money Cycles," SIRE Discussion Papers 2015-42, Scottish Institute for Research in Economics (SIRE).
- Andrew Clausen & Carlo Strub, 2011. "Money cycles," ECON - Working Papers 008, Department of Economics - University of Zurich.
- Andrew Clausen & Carlo Strub, 2014. "Money Cycles," Edinburgh School of Economics Discussion Paper Series 249, Edinburgh School of Economics, University of Edinburgh.
- Marina Halac & Pierre Yared, 2014.
"Fiscal Rules and Discretion Under Persistent Shocks,"
Econometrica, Econometric Society, vol. 82(5), pages 1557-1614, September.
- Marina Halac & Pierre Yared, 2014. "Fiscal Rules and Discretion Under Persistent Shocks," Econometrica, Econometric Society, vol. 82, pages 1557-1614, September.
- Marina Halac & Pierre Yared, 2012. "Fiscal Rules and Discretion under Persistent Shocks," NBER Working Papers 18545, National Bureau of Economic Research, Inc.
- Halac, Marina & Yared, Pierre, 2013. "Fiscal Rules and Discretion under Persistent Shocks," The Warwick Economics Research Paper Series (TWERPS) 1014, University of Warwick, Department of Economics.
- Halac, Marina & Yared, Pierre, 2012. "Fiscal Rules and Discretion under Persistent Shocks," Economic Research Papers 270535, University of Warwick - Department of Economics.
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"Regulating Insurance Markets: Multiple Contracting And Adverse Selection,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 981-1020, August.
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- Andrea Attar & Thomas Mariotti & François Salanié, 2022. "Regulating Insurance Markets: Multiple Contracting and Adverse Selection," Post-Print hal-03796415, HAL.
- Mariotti, Thomas & Attar, Andrea & Salanié, François, 2021. "Regulating Insurance Markets: Multiple Contracting and Adverse Selection," CEPR Discussion Papers 16531, C.E.P.R. Discussion Papers.
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
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American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(1), pages 158-165.
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- Andrew Clausen & Carlo Strub, 2012.
"Envelope theorems for non-smooth and non-concave optimization,"
ECON - Working Papers
062, Department of Economics - University of Zurich.
- Carlo Strub & Andrew Clausen, 2014. "A General and Intuitive Envelope Theorem," 2014 Meeting Papers 235, Society for Economic Dynamics.
- Andrew Clausen & Carlo Strub, 2016. "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series 274, Edinburgh School of Economics, University of Edinburgh.
- Clausen, Andrew & Strub, Carlo, 2013. "A General and Intuitive Envelope Theorem," SIRE Discussion Papers 2015-43, Scottish Institute for Research in Economics (SIRE).
- Andrew Clausen & Carlo Strub, 2014. "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series 248, Edinburgh School of Economics, University of Edinburgh.
- Brozovic, Nicholas & Schlenker, Wolfram, 2011. "Optimal management of an ecosystem with an unknown threshold," Ecological Economics, Elsevier, vol. 70(4), pages 627-640, February.
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Journal of Economic Theory, Elsevier, vol. 146(5), pages 1995-2012, September.
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- Rincón-Zapatero, Juan Pablo & Santos, Manuel S., 2009.
"Differentiability of the value function without interiority assumptions,"
Journal of Economic Theory, Elsevier, vol. 144(5), pages 1948-1964, September.
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- Manuel Santos & Juan Pablo Rincon-Zapatero, 2007. "Differentiability of the Value Function without Interiority Assumptions," Working Papers 0704, University of Miami, Department of Economics.
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"The output, employment, and interest rate effects of government consumption,"
Journal of Monetary Economics, Elsevier, vol. 30(1), pages 73-86, October.
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- S. Rao Aiyagari & Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "The output, employment, and interest rate effects of government consumption," Working Paper Series, Macroeconomic Issues 90-10, Federal Reserve Bank of Chicago.
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"A monetary theory with non-degenerate distributions,"
Journal of Economic Theory, Elsevier, vol. 148(6), pages 2266-2312.
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- Guido Menzio & Shouyong Shi & Hongfei Sun, 2013. "A Monetary Theory with Non-degenerate Distributions," Working Papers tecipa-495, University of Toronto, Department of Economics.
- Guido Menzio & Shouyong Shi & Hongfei Sun, 2011. "A Monetary Theory with Non-Degenerate Distributions," PIER Working Paper Archive 11-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Guido Menzio & Amy Hongfei Sun & Shouyong Shi, 2011. "A Monetary Theory With Non-degenerate Distributions," Working Paper 1264, Economics Department, Queen's University.
- Shouyong Shi & Hongfei Sun & Guido Menzio, 2010. "A Monetary Theory with Non-Degenerate Distributions," 2010 Meeting Papers 598, Society for Economic Dynamics.
- Guido Menzio & Shouyong Shi & Hongfei Sun, 2011. "A Monetary Theory with Non-Degenerate Distributions," Working Papers tecipa-425, University of Toronto, Department of Economics.
- Wilbur John Coleman, 1991. "Precautionary money balances with aggregate uncertainty," International Finance Discussion Papers 399, Board of Governors of the Federal Reserve System (U.S.).
- Felipe S. Iachan, 2020.
"Capital Budgeting and Risk Taking Under Credit Constraints,"
Management Science, INFORMS, vol. 66(9), pages 4292-4314, September.
- Iachan, Felipe Saraiva, 2017. "Capital budgeting and risk taking under credit constraints," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 786, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Roys, Nicolas, 2014.
"Optimal investment policy with fixed adjustment costs and complete irreversibility,"
Economics Letters, Elsevier, vol. 124(3), pages 416-419.
- Nicolas Roys, 2007. "Optimal investment policy with fixed adjustment costs and complete irreversibility," CeMMAP working papers CWP29/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Du, Qingyuan & Wei, Shang-Jin, 2013.
"A theory of the competitive saving motive,"
Journal of International Economics, Elsevier, vol. 91(2), pages 275-289.
- Qingyuan Du & Shang-Jin Wei, 2013. "A Theory of the Competitive Saving Motive," NBER Working Papers 18911, National Bureau of Economic Research, Inc.
- Qingyuan Du & Shang-Jin Wei, 2013. "A Theory of the Competitive Saving Motive," Working Papers 252013, Hong Kong Institute for Monetary Research.
- Light, Bar & Weintraub, Gabriel, 2018.
"Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics,"
Research Papers
3731, Stanford University, Graduate School of Business.
- Bar Light & Gabriel Weintraub, 2019. "Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics," Papers 1903.02273, arXiv.org, revised Jun 2020.
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"Sensitivity analysis of multisector optimal economic dynamics,"
Journal of Mathematical Economics, Elsevier, vol. 25(1), pages 123-141.
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- Amir, R., 1996. "Sensitivity analysis of multisector optimal economic dynamics," LIDAM Reprints CORE 1192, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Elyes Jouini & Pierre-Francois Koehl, "undated".
"Pricing of Non-redundant Derivatives in a Complete Market,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-009, New York University, Leonard N. Stern School of Business-.
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- Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.
- Gautam, Madhur & Hazell, Peter & Alderman, Harold, 1994. "Rural demand for drought insurance," Policy Research Working Paper Series 1383, The World Bank.
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"Sustainability and discounted utilitarianism in models of economic growth,"
Mathematical Social Sciences, Elsevier, vol. 59(2), pages 148-169, March.
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- Missaka Warusawitharana, 2007. "Corporate asset purchases and sales: theory and evidence," Finance and Economics Discussion Series 2007-27, Board of Governors of the Federal Reserve System (U.S.).
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008.
"Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence,"
Econometrica, Econometric Society, vol. 76(4), pages 679-725, July.
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- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and informal risk sharing in LDCs: theory and empirical evidence," Post-Print hal-02658650, HAL.
- Pierre Dubois & Bruno Jullien & Thierry Magnac, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CESifo Working Paper Series 2184, CESifo.
- Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2007. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers 6060, C.E.P.R. Discussion Papers.
- Dubois, Pierre & Jullien, Bruno & Magnac, Thierry, 2007. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," IZA Discussion Papers 2842, Institute of Labor Economics (IZA).
- Dubois, P. & Jullien, B. & Magnac, T., 2006. "Formal and informal risk sharing in LDCs : theory and empirical evidence," Economics Working Paper Archive (Toulouse) 200608, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
- Jullien, Bruno & Magnac, Thierry & Dubois, Pierre, 2008. "Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence," CEPR Discussion Papers 6661, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Golosov, M. & Tsyvinski, A. & Werquin, N., 2016.
"Recursive Contracts and Endogenously Incomplete Markets,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 725-841,
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"The Distribution of Wealth with Imperfect Altruism,"
Journal of Economic Theory, Elsevier, vol. 82(2), pages 379-404, October.
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Economic Review, Federal Reserve Bank of Cleveland, vol. 30(Q IV), pages 30-42.
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- Thomas, Jonathan P. & Worrall, Tim, 2018.
"Dynamic relational contracts under complete information,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 624-651.
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- Lars J. Olson & Santanu Roy, 2006.
"Theory of Stochastic Optimal Economic Growth,"
Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 11, pages 297-335,
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- Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
- Douglas Gale & Tanju Yorulmazer, 2020. "Bank capital, fire sales, and the social value of deposits," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(4), pages 919-963, June.
- Anna Castañer & Jesús Marín-Solano & Carmen Ribas, 2021. "A time consistent dynamic bargaining procedure in differential games with hterogeneous discounting," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(3), pages 555-584, June.
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"Taxation without commitment,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 565-588, March.
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- Catarina Reis, 2007. "Taxation without Commitment," 2007 Meeting Papers 470, Society for Economic Dynamics.
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MPRA Paper
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