Publication | Date of Publication | Type |
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Asset pricing with time preference shocks: existence and uniqueness | 2024-03-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q5871905 | 2023-01-25 | Paper |
Unique Solutions to Power-Transformed Affine Systems | 2022-11-30 | Paper |
Unbounded dynamic programming via the Q-transform | 2022-05-11 | Paper |
Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency | 2022-02-16 | Paper |
Dynamic programming with value convexity | 2021-11-19 | Paper |
Coase meets Bellman: dynamic programming for production networks | 2021-09-29 | Paper |
Trade clustering and power laws in financial markets | 2021-06-07 | Paper |
Stability of equilibrium asset pricing models: a necessary and sufficient condition | 2021-05-11 | Paper |
Partial stochastic dominance via optimal transport | 2021-04-07 | Paper |
Dynamic programming with state-dependent discounting | 2021-02-23 | Paper |
Corrigendum to ``An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity | 2020-08-07 | Paper |
The income fluctuation problem and the evolution of wealth | 2020-04-22 | Paper |
A unified stability theory for classical and monotone Markov chains | 2019-07-15 | Paper |
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity | 2019-06-14 | Paper |
Optimal timing of decisions: a general theory based on continuation values | 2019-03-27 | Paper |
Volatile capital flows and financial integration: the role of moral hazard | 2019-01-15 | Paper |
Solving the income fluctuation problem with unbounded rewards | 2018-11-01 | Paper |
Span of control, transaction costs, and the structure of production chains | 2018-09-19 | Paper |
Stochastic stability in monotone economies | 2018-09-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q2957422 | 2017-01-26 | Paper |
Fitted value function iteration with probability one contractions | 2016-09-22 | Paper |
Seeking ergodicity in dynamic economies | 2016-05-11 | Paper |
Perfect simulation for models of industry dynamics | 2015-02-27 | Paper |
Generalized Look-Ahead Methods for Computing Stationary Densities | 2014-10-21 | Paper |
Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators | 2014-08-28 | Paper |
Stochastic optimal growth with risky labor supply | 2014-03-24 | Paper |
BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS | 2012-09-04 | Paper |
An order-theoretic mixing condition for monotone Markov chains | 2012-05-18 | Paper |
Perfect simulation of stationary equilibria | 2010-04-22 | Paper |
Endogenous inequality and fluctuations in a two-country model | 2009-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3630866 | 2009-06-04 | Paper |
Stochastic optimal policies when the discount rate vanishes | 2009-05-18 | Paper |
Equilibrium storage with multiple commodities | 2009-02-10 | Paper |
Continuous state dynamic programming via nonexpansive approximation | 2008-06-11 | Paper |
Computing the Distributions of Economic Models via Simulation | 2008-04-08 | Paper |
Parametric continuity of stationary distributions | 2007-10-11 | Paper |
Stochastic optimal growth with nonconvexities | 2007-05-23 | Paper |
Log-linearization of stochastic economic models† | 2007-05-08 | Paper |
Stochastic Growth with Increasing Returns: Stability and Path Dependence | 2006-01-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q5708273 | 2005-11-28 | Paper |
Stability of stochastic optimal growth models: a new approach | 2005-06-01 | Paper |
Stochastic growth: asymptotic distributions | 2003-08-20 | Paper |
Economic dynamical systems with multiplicative noise. | 2003-06-25 | Paper |
Stochastic optimal growth with unbounded shock | 2002-12-16 | Paper |
Completely Abstract Dynamic Programming | 0001-01-03 | Paper |