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Stability of Stochastic Optimal Growth Models: A New Approach

In: Nonlinear Dynamics in Equilibrium Models

Citations

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Cited by:

  1. 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.
  2. Stefano Bosi & Thai Ha-Hui, 2023. "A multidimensional, nonconvex model of optimal growth," Documents de recherche 23-07, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  3. Goswami, Anindya & Rana, Nimit & Siu, Tak Kuen, 2022. "Regime switching optimal growth model with risk sensitive preferences," Journal of Mathematical Economics, Elsevier, vol. 101(C).
  4. 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.
  5. Zhang, Yuzhe, 2007. "Stochastic optimal growth with a non-compact state space," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 115-129, February.
  6. Cai, Yiyong & Kamihigashi, Takashi & Stachurski, John, 2014. "Stochastic optimal growth with risky labor supply," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 167-176.
  7. 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.
  8. 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.
  9. John Stachurski & Vance Martin, 2008. "Computing the Distributions of Economic Models via Simulation," Econometrica, Econometric Society, vol. 76(2), pages 443-450, March.
  10. Kamihigashi, Takashi & Stachurski, John, 2016. "Seeking ergodicity in dynamic economies," Journal of Economic Theory, Elsevier, vol. 163(C), pages 900-924.
  11. R. Anton Braun & Huiyu Li & John Stachurski, 2012. "Generalized Look-Ahead Methods for Computing Stationary Densities," Mathematics of Operations Research, INFORMS, vol. 37(3), pages 489-500, August.
  12. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  13. 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.
  14. Takashi Kamihigashiw & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Working Papers 2014-402, Department of Research, Ipag Business School.
  15. Kamihigashi, Takashi, 2007. "Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 477-500, April.
  16. Richard Anton Braun & Huiyu Li & John Stachurski, 2009. "Computing Densities: A Conditional Monte Carlo Estimator," CIRJE F-Series CIRJE-F-678, CIRJE, Faculty of Economics, University of Tokyo.
  17. Nicole Bauerle & Anna Ja'skiewicz, 2015. "Stochastic Optimal Growth Model with Risk Sensitive Preferences," Papers 1509.05638, arXiv.org.
  18. 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.
  19. Tapan Mitra & Santanu Roy, 2022. "Propensity to consume and the optimality of Ramsey–Euler policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 55-89, February.
  20. Bishnu, Monisankar, 2010. "Essays on optimal allocation of resources by governments," ISU General Staff Papers 201001010800002441, Iowa State University, Department of Economics.
  21. Tapan Mitra & Santanu Roy, 2023. "Stochastic growth, conservation of capital and convergence to a positive steady state," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(1), pages 311-351, July.
  22. Zhu, Mei & Wang, Duo & Guo, Maozheng, 2011. "Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 131-147, January.
  23. Kazuo Nishimura & John Stachurski, 2004. "Stochastic Optimal Growth when the Discount Rate Vanishes," Department of Economics - Working Papers Series 908, The University of Melbourne.
  24. Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011. "A Goodness of Fit Test for Ergodic Markov Processes," ANU Working Papers in Economics and Econometrics 2011-557, Australian National University, College of Business and Economics, School of Economics.
  25. Nishimura, Kazuo & Stachurski, John, 2010. "Perfect simulation of stationary equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 577-584, April.
  26. 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.
  27. Gong, Liutang & Zhao, Xiaojun & Yang, Yunhong & Hengfu, Zou, 2010. "Stochastic growth with social-status concern: The existence of a unique stable distribution," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 505-518, July.
  28. Ali Khan, M. & Zhang, Zhixiang, 2023. "The random two-sector RSS model: On discounted optimal growth without Ramsey-Euler conditions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  29. Liuchun Deng & Minako Fujio & M. Ali Khan, 2023. "On optimal extinction in the matchbox two-sector model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 445-494, August.
  30. , & ,, 2014. "Stochastic stability in monotone economies," Theoretical Economics, Econometric Society, vol. 9(2), May.
  31. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, April.
  32. repec:ipg:wpaper:2014-086 is not listed on IDEAS
  33. Takashi Kamihigashi & John Stachurski, 2009. "Asymptotics Of Stochastic Recursive Economies Under Monotonicity," KIER Working Papers 666, Kyoto University, Institute of Economic Research.
  34. John Stachurski & Huiyu Li & Richard Anton Braun, 2009. "Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques," 2009 Meeting Papers 975, Society for Economic Dynamics.
  35. Chatterjee, Partha & Shukayev, Malik, 2008. "Note on positive lower bound of capital in the stochastic growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2137-2147, July.
  36. Juan Pablo Rincón-Zapatero, 2020. "Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(1), pages 79-88, April.
  37. Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
  38. 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.
  39. 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.
  40. 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.
  41. Bosi, Stefano & Ha-Huy, Thai, 2023. "A multidimensional, nonconvex model of optimal growth," Journal of Mathematical Economics, Elsevier, vol. 109(C).
  42. Mitra, Tapan & Roy, Santanu, 2017. "Optimality of Ramsey–Euler policy in the stochastic growth model," Journal of Economic Theory, Elsevier, vol. 172(C), pages 1-25.
  43. Liuchun Deng & Minako Fujio & M. Ali Khan, 2022. "On Sustainability and Survivability in the Matchbox Two-Sector Model: A Complete Characterization of Optimal Extinction," Papers 2202.02209, arXiv.org.
  44. 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.
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