Stochastic continuous time growth models that allow for closed form solutions

DOI10.1007/S00712-017-0567-ZzbMath1408.91136OpenAlexW2755353453MaRDI QIDQ1654174

Francesco Menoncin, Stefano Nembrini

Publication date: 7 August 2018

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00712-017-0567-z

zbMATH Keywords

closed-form solutiondynamic stochastic general equilibrium modelsCRRA preferencesHARA preferencesautonomous consumption

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42) Dynamic stochastic general equilibrium theory (91B51)

Related Items (2)

Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process ⋮ The investigation of a wealth distribution model on isolated discrete time domains

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