[图书][B] Economic dynamics: theory and computation

J Stachurski - 2009 - books.google.com
A rigorous and example-driven introduction to topics in economic dynamics, with an
emphasis on mathematical and computational techniques for modeling dynamic systems …

Stochastic optimal growth model with risk sensitive preferences

N Bäuerle, A Jaśkiewicz - Journal of Economic Theory, 2018 - Elsevier
This paper studies a one-sector optimal growth model with iid productivity shocks that are
allowed to be unbounded. The utility function is assumed to be non-negative and …

Stochastic stability in monotone economies

T Kamihigashi, J Stachurski - Theoretical Economics, 2014 - Wiley Online Library
This paper extends a family of well known stability theorems for monotone economies to a
significantly larger class of models. We provide a set of general conditions for existence …

Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks

T Kamihigashi - Journal of Mathematical Economics, 2007 - Elsevier
This paper studies a one-sector stochastic optimal growth model with iid productivity shocks
in which utility is allowed to be bounded or unbounded, the shocks are allowed to be …

Fifty years of mathematical growth theory: Classical topics and new trends

E Augeraud-Véron, R Boucekkine, F Gozzi… - Journal of Mathematical …, 2024 - Elsevier
We present an overview of selected contributions of the Journal of Mathematical Economics'
authors to growth theory in the last half century. We start with the classical optimal growth …

Stochastic growth, conservation of capital and convergence to a positive steady state

T Mitra, S Roy - Economic Theory, 2023 - Springer
In a general one-sector model of optimal stochastic growth where the productivity of capital
is bounded but may vary widely due to technology shocks, we derive a tight estimate of the …

Exhaustion of resources: a marked temporal process framework

R Cerqueti - Stochastic environmental research and risk …, 2014 - Springer
This paper deals with the exhaustion of a replenishable resource, one of the main topics in
environmental research. To examine this problem, we construct a mechanism to estimate …

[PDF][PDF] Stable invariant distribution in buffer-stock saving and stochastic growth models

A Szeidl - Central European University manuscript, 2013 - adamszeidl.com
I derive simple conditions for the existence of a stable invariant distribution of an increasing
Markov process on a non $ compact state space. I use these conditions in two workhorse …

Seeking ergodicity in dynamic economies

T Kamihigashi, J Stachurski - Journal of Economic Theory, 2016 - Elsevier
In estimation and calibration studies, the convergence of time series sample averages plays
a central role. At the same time, a significant number of economic models do not satisfy the …

Stochastic growth with social-status concern: The existence of a unique stable distribution

L Gong, X Zhao, Y Yang, Z Hengfu - Journal of Mathematical Economics, 2010 - Elsevier
This paper extends Kurz's (1968) growth model to a stochastic growth framework with social-
status concern and unbounded production shocks. Using the stochastic monotonicity of a …