Stochastic growth with short-run prediction of shocks
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Publication:1762419
DOI10.1007/s00199-011-0607-9zbMath1261.91033MaRDI QIDQ1762419
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
91B70: Stochastic models in economics
91B62: Economic growth models
60G25: Prediction theory (aspects of stochastic processes)
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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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