scientific article

zbMath1369.91001MaRDI QIDQ2946435

Jianjun Miao

Publication date: 17 September 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal controldecision theorylabor marketdynamical systemsstochastic processesasset pricingMarkov processesdynamic gamesergodic theorymonetary policyoverlapping generations modeldynamic general equilibriumBayesian methodsneoclassical growth modelNew Keynesian modelstochastic difference equationsdynamic stochastic general equilibrium modelsdynamic programming techniqueslinear-quadratic problemspure exchange economiesdynamic equilibriasearch and matching modelsdynamic equilibrium analysisdynamic macroeconomic modelsdynamic optimization theorynumerical approximation techniquesnumerical simulation scriptsrecursive contract theoryrecursive utility theorystochastic decision problemsstochastic production economiestheoretical macroeconomics

Mathematics Subject Classification ID

Decision theory (91B06) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Dynamical systems in optimization and economics (37N40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Economic dynamics (91B55) Dynamic stochastic general equilibrium theory (91B51) Approximation methods and numerical treatment of dynamical systems (37Mxx)

Related Items

Optimal fiscal policies in an economy with externalities from public spending, Bubble economics, An approximation approach to dynamic programming with unbounded returns, On the existence and uniqueness of stationary equilibrium in Bewley economies with production, Convex dynamic programming with (bounded) recursive utility, Stochastic optimal growth model with risk sensitive preferences, Stochastic stability of monotone economies in regenerative environments, Cycles and chaos in the one-sector growth model with elastic labor supply, Discounted dynamic optimization and Bregman divergence, On recursive utilities with non-affine aggregator and conditional certainty equivalent, Unique monetary equilibrium with inflation in a stationary Bewley-Aiyagari model, Stochastic dynamic programming with non-linear discounting, Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps, Markov decision processes with recursive risk measures, Monetary and macroprudential policies under rules and discretion, Periodic solutions of the one-sector growth model: the role of income effects, Austerity, assistance and institutions: lessons from the Greek sovereign debt crisis, Unnamed Item

Uses Software

• Matlab
• Dynare