Numerical solution by iterative methods of a class of vintage capital models
From MaRDI portal
Publication:1589547
DOI10.1016/S0165-1889(99)00056-1zbMATH Open0963.91058OpenAlexW2071462256MaRDI QIDQ1589547FDOQ1589547
Authors: A. P. Magnus, R. Boucekkine, Marc Germain, Omar Licandro
Publication date: 12 December 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00056-1
Recommendations
- Numerical Methods for an Optimal Investment-Consumption Model
- Numerical solution of optimization problems for mathematical models of investment theory
- Convergence of numerical solutions to fixed assets investment systems
- Numerical approach to asset pricing models with stochastic differential utility
- Optimal investment models with vintage capital: dynamic programming approach
- Numerical schemes for investment models with singular transactions
- A computational general equilibrium model with vintage capital
- Solving optimal growth models with vintage capital: The dynamic programming approach
- Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation
- Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
growth modelsrelaxationvintage capitaliterative numerical procedurecyclic coordinate descent algorithm
Cites Work
- Title not available (Why is that?)
- Replacement echoes in the vintage capital growth model
- Endogenous vs exogenously driven fluctuations in vintage capital models
- Growth and Unemployment
- A Global Convergence Theorem for a Class of Parallel Continuous Explicit Runge–Kutta Methods and Vanishing Lag Delay Differential Equations
- Creative destruction, investment volatility, and the average age of capital
- Invertible Solutions to the Operator Equation TA - BT = C
- Differential-difference equations in economics
- On the Timing and Efficiency of Creative Destruction
Cited In (16)
- A computational general equilibrium model with vintage capital
- Anticipation effects of technological progress on capital accumulation: a vintage capital approach
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- A note on the optimal control of stocks accumulating with a delay
- Dynamic analysis of patent policy in an endogenous growth model
- Financially constrained capital investments: The effects of disembodied and embodied technological progress
- Numerical methods for the problems of nonlinear macroeconomic integral models
- Vintage capital and the dynamics of the AK model
- A mixed integer nonlinear programming model for the optimal repair-replacement in the firm
- OPTIMAL HARVESTING OF FOREST AGE CLASSES: A SURVEY OF SOME RECENT RESULTS
- Optimal investment with vintage capital: equilibrium distributions
- Capital accumulation under technological progress and learning: a vintage capital approach
- Numerical solution of optimal control problems with constant control delays
- On the economics of forest vintages
- Feasibility and optimality of the initial capital stock in the Ramsey vintage capital model
- Viscosity Solutions to Delay Differential Equations in Demo-Economy
This page was built for publication: Numerical solution by iterative methods of a class of vintage capital models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1589547)