An Asymptotic Theory of Growth Under Uncertainty

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(64)

Optimal consumption of the finite time horizon Ramsey problem
Stochastic growth with correlated production shocks
Optimal management of replenishable resources in a predator-prey system with randomly fluctuating population
Effects of financial innovations on market volatility when beliefs are heterogeneous
Capital accumulation in a stochastic decentralized economy
Risk, the financial market, and macroeconomic equilibrium
Martingales, scale functions and stochastic life annuities: A note
The limiting behaviour of Solow's model with uncertainty when the variance goes to zero
A note on ergodic distributions in two-agent economies
Optimal asset allocation in life annuities: a note.
Stochastic growth: a duality approach.
Mean growth and stochastic stability in endogenous growth models
Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function
Numerical solution of dynamic equilibrium models under Poisson uncertainty
Large deviation principle for spatial economic growth model on networks
``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
The invariant distribution of wealth and employment status in a small open economy with precautionary savings
Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset
Optimal production of innovations under uncertainty
Optimal consumption models in economic growth
Uncertain optimal control of linear quadratic models with jump
Robust estimation and control under commitment
Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
Structural estimation of jump-diffusion processes in macroeconomics
Closed-form formula for conditional moments of generalized nonlinear drift CEV process
On growth cycles in a stochastic post-Keynesian model
A robust consumption model when the intensity of technological progress is ambiguous
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
The periodic turnpike theorem
On the link between volatility and growth
Dividend derivatives
A model of economic growth with physical and human capital: the role of time delays
Optimal consumption in the stochastic Ramsey problem without boundedness constraints
THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
Dividend derivatives
A stochastic model of economic growth in time-space
Efficiency of institutional spending and investment rules
Mean field games for stochastic growth with relative utility
Two differential games between rent-seeking politicians and capitalists: implications for economic growth
Optimal Consumption in a Growth Model with the CES Production Function
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
The optimal consumption function in a Brownian model of accumulation. Part A: The consumption function as solution of a boundary value problem
Irreversible capital accumulation under interest rate uncertainty
The dynamics of Pareto distributed wealth in a small open economy
Dynamic nonpoint-source pollution control policy: ambient transfers and uncertainty
The random two-sector RSS model: on discounted optimal growth without Ramsey-Euler conditions
Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
Production technologies in stochastic continuous time models
Risk premia in general equilibrium
Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying
An alternative approach to stochastic calculus for economic and financial models
Symmetry classification and invariant solutions of the classical geometric mean reversion process
Estimation and specification test for diffusion models with stochastic volatility
Growth, poverty trap and escape
A comparative review of specification tests for diffusion models
Stationary equilibrium transition rules for an overlapping generations model with uncertainty
Optimal control of a single-sector economy under random variations of fixed capital and labor resources
Welfare effects of controlling labor supply: An application of the stochastic Ramsey model
Wicksellian theory of forest rotation under interest rate variability
Equilibrium consumption and precautionary savings in a stochastically growing economy
On the non-equilibrium density of geometric mean reversion
Optimal dividend payments in the stochastic Ramsey model
A stochastic differential game of capitalism

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