An integral equation representation for overlapping generations in continuous time

DOI10.1016/J.JET.2008.03.006MaRDI QIDQ960282zbMATH OpenOpenAlexFDO

Authors Chris Edmond

Publication date 16 December 2008

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL http://archive.nyu.edu/handle/2451/26060

zbMATH Keywords

continuous timelife-cycleoverlapping generationsintertemporal prices

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Linear integral equations (45A05) Special types of economic equilibria (91B52) Economic growth models (91B62)

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• SOLUTION OF TWO EQUATIONS ARISING IN THE OVERLAPPING GENERATIONS MODEL
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Cites work

• scientific article; zbMATH DE number 3127824 (Why is no real title available?)
• scientific article; zbMATH DE number 3581570 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
• Asset Prices in an Exchange Economy
• Balanced cycles in an OLG model with a continuum of finitely-lived individuals
• Equilibrium for overlapping generations in continuous time
• Life-Cycle Economies and Aggregate Fluctuations
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• The Numerical Solution of Fredholm integral Equations of the Second Kind
• The determinacy of equilibrium in economies of overlapping generations

Cited in

(17)

• SOLUTION OF TWO EQUATIONS ARISING IN THE OVERLAPPING GENERATIONS MODEL
• Inclusion of generations in SO(14).
• Demographic structure and overlapping generations: a simpler proof with more general conditions
• A stochastic overlapping generation model with a continuum of agents
• Local determinacy of prices in an overlapping generations model with continuous trading
• The dynamic analysis of continuous-time life-cycle savings growth models
• Convergence analysis of Galerkin and multi-Galerkin methods for linear integral equations on half-line using Laguerre polynomials
• Steady state equilibria with saving for retirement in a continuous time overlapping generations model
• Equilibrium price dynamics in an overlapping-generations exchange economy
• Numerical treatment of singular integral equation in unbounded domain
• An overlapping-generations model with data-driven equilibrium behavior
• Modeling overlapping generations in a complementarity format
• A tractable overlapping generations structure for quantitative DSGE models
• General dynamics in overlapping generations models
• Urysohn and Hammerstein operators on Hölder spaces
• Spectral collocation method for solving Fredholm integral equations on the half-line
• Stability and determinacy conditions for mixed-type functional differential equations

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