Economic dynamics in discrete time
zbMATH Open1369.91001MaRDI QIDQ2946435FDOQ2946435
Authors: Jianjun Miao 
Publication date: 17 September 2015
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Cited In (34)
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- Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
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- An Introduction to Economic Dynamics
- On the existence and uniqueness of stationary equilibrium in Bewley economies with production
- Dynamic economic analysis. Deterministic models in discrete time
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
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- Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
- Methods for applied macroeconomic research.
- Optimal fiscal policies in an economy with externalities from public spending
- Stochastic optimal growth model with risk sensitive preferences
- Austerity, assistance and institutions: lessons from the Greek sovereign debt crisis
- Models for dynamic macroeconomics
- Stochastic dynamic programming with non-linear discounting
- Economic modeling and inference.
- Periodic solutions of the one-sector growth model: the role of income effects
- Models for dynamic macroeconomics
- Convex dynamic programming with (bounded) recursive utility
- Dynamic general equilibrium modeling. Computational methods and applications
- Dynamic macroeconomics
- Markov decision processes with recursive risk measures
- Stochastic stability of monotone economies in regenerative environments
- Economic growth and population dynamics: a discrete time analysis
- Cycles and chaos in the one-sector growth model with elastic labor supply
- A Negishi approach to recursive contracts
- Do not blame Bellman: it is Koopmans' fault
- An approximation approach to dynamic programming with unbounded returns
- Bubble economics
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