Differentiability and comparative analysis in discrete-time infinite- horizon optimization

DOI10.1016/S0022-0531(05)80049-3MaRDI QIDQ1196668zbMATH OpenOpenAlexFDO

Authors Manuel S. Santos

Publication date 16 January 1993

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0022-0531(05)80049-3

zbMATH Keywords

discrete-time intertemporally separable optimization problemsunbounded horizon

Mathematics Subject Classification ID

Economic growth models (91B62)

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• Smoothness of the Policy Function in Discrete Time Economic Models
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Cites work

• Determinacy of equilibria in dynamic models with finitely many consumers
• scientific article; zbMATH DE number 3943512 (Why is no real title available?)
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Smoothness of the Policy Function in Discrete Time Economic Models
• THE TURNPIKE THEOREM OF MORISHIMA⁽¹⁾

Cited in

(22)

• Sensitivity analysis in a class of dynamic optimization models
• On the smoothness of optimal paths
• Sensitivity analysis of multisector optimal economic dynamics
• Obtaining analytic derivatives for a popular discrete-choice dynamic programming model
• The optimal management of renewable resources under the risk of potential regime shift
• Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy
• Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
• Trade, redistribution and indeterminacy
• Wealth inequality and dynamic stability
• Analytic solving of asset pricing models: the by force of habit case
• The Z-transform and comparative dynamics in discrete-time models
• Discrete choice and complex dynamics in deterministic optimization problems
• A note on comparative statics and dynamics of stationary states
• Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
• Differentiability of the value function in continuous-time economic models
• Smooth dynamics and computation in models of economic growth
• Smooth dynamics and computation in models of economic growth
• Error bounds for a numerical solution for dynamic economic models
• Wealth distribution and output fluctuations
• Introduction to a general equilibrium approach to economic growth
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions
• Wealth inequality, preference heterogeneity and macroeconomic volatility in two-sector economies

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