Stochastic growth with short-run prediction of shocks

DOI10.1007/s00199-011-0607-9zbMath1261.91033MaRDI QIDQ1762419

Itzhak Zilcha, Santanu Roy

Publication date: 26 November 2012

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

Full work available at URL: https://ageconsearch.umn.edu/record/275773/files/11-2012.pdf

zbMATH Keywords

prediction; information; stochastic growth; productivity shocks

Mathematics Subject Classification ID

91B70: Stochastic models in economics

91B62: Economic growth models

60G25: Prediction theory (aspects of stochastic processes)

Related Items

Stochastic stability of monotone economies in regenerative environments, Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence

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