메뉴 건너뛰기




Volumn 3, Issue 2, 1999, Pages 149-166

Stochastic version of polterovich's model: Exponential turnpike theorems for equilibrium paths

Author keywords

Equilibrium dynamics; Exponential turnpike property; Polterovich's model; Stationary equilibrium; Stochastic equilibrium paths

Indexed keywords


EID: 0033456687     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100599011013     Document Type: Article
Times cited : (6)

References (26)
  • 1
    • 0030522746 scopus 로고    scopus 로고
    • Sensitivity analysis of multisector optimal economic dynamics
    • Amir, R. ( 1996) Sensitivity analysis of multisector optimal economic dynamics. Journal of Mathematical Economics 25, 123-141.
    • (1996) Journal of Mathematical Economics , vol.25 , pp. 123-141
    • Amir, R.1
  • 2
    • 0040658810 scopus 로고    scopus 로고
    • A functional central limit theorem for equilibrium paths of economic dynamics
    • Discussion paper 4, Odense University, forthcoming
    • Amir, R. & I. V. Evstigneev (1999) A Functional Central Limit Theorem for Equilibrium Paths of Economic Dynamics. Discussion paper 4, Odense University. (Journal of Mathematical Economics, forthcoming.)
    • (1999) Journal of Mathematical Economics
    • Amir, R.1    Evstigneev, I.V.2
  • 3
    • 0000844139 scopus 로고
    • One-sector nonclassical optimal growth: Optimality conditions and comparative dynamics
    • Amir, R., L. Mirman & W. Perkins (1991) One-sector nonclassical optimal growth: Optimality conditions and comparative dynamics. International Economic Review 32, 625-644.
    • (1991) International Economic Review , vol.32 , pp. 625-644
    • Amir, R.1    Mirman, L.2    Perkins, W.3
  • 5
    • 0001214870 scopus 로고
    • Smoothness, comparative dynamics and the turnpike property
    • Araujo, A. & J. Scheinkman (1977) Smoothness, comparative dynamics and the turnpike property. Econometrica 45, 601-620.
    • (1977) Econometrica , vol.45 , pp. 601-620
    • Araujo, A.1    Scheinkman, J.2
  • 8
    • 0000941880 scopus 로고
    • An integration of equilibrium theory and turnpike theory
    • Bewley, T. (1982) An integration of equilibrium theory and turnpike theory. Journal of Mathematical Economics 10, 233-267.
    • (1982) Journal of Mathematical Economics , vol.10 , pp. 233-267
    • Bewley, T.1
  • 9
    • 0010784177 scopus 로고    scopus 로고
    • The turnpike property and the central limit theorem in stochastic models of economic dynamics
    • Y.M. Kabanov, B.L. Rozovskii & A.N. Shiryaev (eds.). Singapore/New Jersey/London: World Scientific
    • Evstigneev, I. V. & S.D. Flåm (1997) The turnpike property and the central limit theorem in stochastic models of economic dynamics. In Y.M. Kabanov, B.L. Rozovskii & A.N. Shiryaev (eds.), Statistics and Control of Stochastic Processes, The Liptser Festschrift, pp. 63-101. Singapore/New Jersey/London: World Scientific.
    • (1997) Statistics and Control of Stochastic Processes, The Liptser Festschrift , pp. 63-101
    • Evstigneev, I.V.1    Flåm, S.D.2
  • 11
    • 0040065313 scopus 로고
    • Stochastic models of economic dynamics and equilibrium: Asymptotic behavior of equilibrium paths
    • M. Iosifesku (ed.). Bucharest: Rumanian Academy of Sciences
    • Evstigneev, I. V. & P.K. Katyshev (1985) Stochastic models of economic dynamics and equilibrium: Asymptotic behavior of equilibrium paths. In M. Iosifesku (ed.), Proceedings of the Seventh Conference on Probability Theory, pp. 149-158. Bucharest: Rumanian Academy of Sciences.
    • (1985) Proceedings of the Seventh Conference on Probability Theory , pp. 149-158
    • Evstigneev, I.V.1    Katyshev, P.K.2
  • 14
    • 84959817843 scopus 로고
    • On optimal development in a multisector economy
    • Gale, D. (1967) On optimal development in a multisector economy. Review of Economic Studies 34, 1-18.
    • (1967) Review of Economic Studies , vol.34 , pp. 1-18
    • Gale, D.1
  • 16
    • 0010856572 scopus 로고
    • Optimal growth in a stochastic environment: Some sensitivity and turnpike results
    • Majumdar, M. & I. Zilcha (1987) Optimal growth in a stochastic environment: Some sensitivity and turnpike results. Journal of Economic Theory 27, 101-136.
    • (1987) Journal of Economic Theory , vol.27 , pp. 101-136
    • Majumdar, M.1    Zilcha, I.2
  • 17
    • 77956865740 scopus 로고
    • Optimal economic growth, turnpike theorems and comparative dynamics
    • K.J. Arrow & M.D. Intrilligator (eds.). Amsterdam: North Holland
    • McKenzie, L. W. (1986) Optimal economic growth, turnpike theorems and comparative dynamics. In K.J. Arrow & M.D. Intrilligator (eds.), Handbook of Mathematical Economics, Vol. 3, pp. 1281-1355. Amsterdam: North Holland.
    • (1986) Handbook of Mathematical Economics , vol.3 , pp. 1281-1355
    • McKenzie, L.W.1
  • 19
    • 0001284685 scopus 로고
    • Monotone comparative statics
    • Milgrom, P. & C. Shannon (1991) Monotone comparative statics. Econometrica 62, 157-180.
    • (1991) Econometrica , vol.62 , pp. 157-180
    • Milgrom, P.1    Shannon, C.2
  • 21
    • 0039473507 scopus 로고
    • Equilibrium trajectories of economic growth
    • B.A. Efimov (ed.). Moscow: Nauka (in Russian)
    • Polterovich, V.M. (1978) Equilibrium trajectories of economic growth. In B.A. Efimov (ed.), Methods of Functional Analysis in Mathematical Economics, pp. 56-97. Moscow: Nauka (in Russian). English translation in Econometrica 51, 693-729 (1983).
    • (1978) Methods of Functional Analysis in Mathematical Economics , pp. 56-97
    • Polterovich, V.M.1
  • 22
    • 0021028832 scopus 로고
    • English translation
    • Polterovich, V.M. (1978) Equilibrium trajectories of economic growth. In B.A. Efimov (ed.), Methods of Functional Analysis in Mathematical Economics, pp. 56-97. Moscow: Nauka (in Russian). English translation in Econometrica 51, 693-729 (1983).
    • (1983) Econometrica , vol.51 , pp. 693-729
  • 23
    • 0012183061 scopus 로고
    • Efficient paths of capital accumulation in terms of the calculus of variations
    • K.J. Arrow, S. Karlin & P. Suppes (eds.). Stanford: Stanford University Press
    • Samuelson, P. (1960) Efficient paths of capital accumulation in terms of the calculus of variations. In K.J. Arrow, S. Karlin & P. Suppes (eds.), Mathematical Methods in the Social Sciences, pp. 77-88. Stanford: Stanford University Press.
    • (1960) Mathematical Methods in the Social Sciences , pp. 77-88
    • Samuelson, P.1
  • 24
    • 0000348040 scopus 로고
    • Minimizing a submodular function on a lattice
    • Topkis, D. (1978) Minimizing a submodular function on a lattice. Operations Research 26, 305-321.
    • (1978) Operations Research , vol.26 , pp. 305-321
    • Topkis, D.1
  • 26
    • 0000730736 scopus 로고
    • Über einige gleichungssysteme der mathematischen Ökonomie
    • Wald, A. (1936) Über einige Gleichungssysteme der mathematischen Ökonomie. Zeitschrift für Nationalökonomie 7, 637-670.
    • (1936) Zeitschrift für Nationalökonomie , vol.7 , pp. 637-670
    • Wald, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.