Interest rate dynamics and commodity prices
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Publication:6664574
DOI10.1016/J.JET.2024.105915MaRDI QIDQ6664574FDOQ6664574
Authors: Christophe Gouel, Qingyin Ma, John Stachurski 
Publication date: 16 January 2025
Published in: Journal of Economic Theory (Search for Journal in Brave)
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- Fatou's lemma for weakly converging probabilities
- Perov's contraction principle and dynamic programming with stochastic discounting
- Stochastic Speculative Price
- The empirical relevance of the competitive storage model
- Dynamic programming with state-dependent discounting
- The income fluctuation problem and the evolution of wealth
- A Simple Competitive Model with Production and Storage
- Asset prices and monetary policy.
- Asset bubbles and inflation as competing monetary phenomena
- Bubble economics
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