Some results on An income fluctuation problem
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Publication:1255865
DOI10.1016/0022-0531(77)90003-5zbMath0402.90002OpenAlexW1965825837MaRDI QIDQ1255865
Jack Schechtman, Vera L. S. Escudero
Publication date: 1977
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(77)90003-5
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The effect of interest rates on consumption in an income fluctuation problem ⋮ A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility ⋮ A qualitative approach to Markovian equilibrium on optimal growth under uncertainty ⋮ Markovian equilibrium in infinite horizon economies with incomplete markets and public policy ⋮ On the behavior of commodity prices when speculative storage is bounded ⋮ Huggett economies with multiple stationary equilibria ⋮ Stationary Ramsey equilibria under uncertainty ⋮ On income fluctuations and capital gains ⋮ The income fluctuation problem and the evolution of wealth ⋮ Uniqueness of equilibrium in a Bewley-Aiyagari model ⋮ An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity ⋮ On the existence and uniqueness of stationary equilibrium in Bewley economies with production ⋮ The wealth distribution in Bewley economies with capital income risk ⋮ The Markov consumption problem ⋮ Capital accumulation and the optimization of renewable resource models ⋮ Bankruptcy and expected utility maximization ⋮ On income fluctuations and capital gains with a convex production function ⋮ Solving the income fluctuation problem with unbounded rewards ⋮ The risk-free rate in heterogeneous-agent incomplete-insurance economies ⋮ Incomplete markets and volatility ⋮ When do borrowing constraints bind? Some new results on the income fluctuation problem ⋮ Recursive utility and optimal capital accumulation. I: Existence ⋮ Asymptotic linearity of consumption functions and computational efficiency ⋮ Long-sighted principal and myopic agents ⋮ Stationary cardinal utility and optimal growth under uncertainty
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