Production technologies in stochastic continuous time models
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Publication:631259
DOI10.1016/J.JEDC.2010.10.005zbMATH Open1209.91105OpenAlexW3122300358MaRDI QIDQ631259FDOQ631259
Authors: Klaus Wälde 
Publication date: 22 March 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp2831.pdf
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Cites Work
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Cited In (21)
- Equilibrium implications of interest rate smoothing
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- Explicitly infinite-dimensional Bayesian analysis of production technologies
- Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations
- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
- Efficiency and optimality in stochastic models with production
- On a strategic model of pollution control
- LOCALIZED TECHNICAL PROGRESS AND CHOICE OF TECHNIQUE IN A LINEAR PRODUCTION MODEL
- Applying spline-based phase analysis to macroeconomic dynamics
- On a closed-form solution to the stochastic Lucas-Uzawa model
- Stochastic accumulation of human capital and welfare in the Uzawa-Lucas model: an analytical characterization
- Capital risk, fiscal policy, and the distribution of wealth
- Risk premia in general equilibrium
- The dynamics of Pareto distributed wealth in a small open economy
- Risk matters: breaking certainty equivalence in linear approximations
- Production technologies with ratio inputs and outputs
- Stochastic continuous time growth models that allow for closed form solutions
- A robust consumption model when the intensity of technological progress is ambiguous
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
- Mean field games for stochastic growth with relative utility
- Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
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