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)

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