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Volumn 86, Issue 3, 2005, Pages 311-316

Stochastic growth under Wiener and Poisson uncertainty

Author keywords

Keynes Ramsey rule; Poisson uncertainty; Risk premium; Stochastic growth; Wiener uncertainty

Indexed keywords


EID: 14544282904     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.06.022     Document Type: Article
Times cited : (32)

References (6)
  • 1
    • 0000367928 scopus 로고
    • A model of growth through creative destruction
    • P. Aghion P. Howitt A model of growth through creative destruction Econometrica 60 1992 323-351
    • (1992) Econometrica , vol.60 , pp. 323-351
    • Aghion, P.1    Howitt, P.2
  • 2
    • 0001598650 scopus 로고
    • An economic interpretation of optimal control theory
    • R. Dorfman An economic interpretation of optimal control theory American Economic Review 59 1969 817-831
    • (1969) American Economic Review , vol.59 , pp. 817-831
    • Dorfman, R.1
  • 3
    • 0038011589 scopus 로고    scopus 로고
    • Recursive utility, endogenous growth, and the welfare cost of volatility
    • A. Epaulard A. Pommeret Recursive utility, endogenous growth, and the welfare cost of volatility Review of Economic Dynamics 6 2003 672-684
    • (2003) Review of Economic Dynamics , vol.6 , pp. 672-684
    • Epaulard, A.1    Pommeret, A.2
  • 4
    • 0038849743 scopus 로고    scopus 로고
    • On endogenous growth under uncertainty
    • P.A. Hek de On endogenous growth under uncertainty International Economic Review 40 1999 727-744
    • (1999) International Economic Review , vol.40 , pp. 727-744
    • de Hek, P.A.1
  • 5
    • 0009940289 scopus 로고    scopus 로고
    • Optimal saving under Poisson uncertainty
    • K. Wälde Optimal saving under Poisson uncertainty Journal of Economic Theory 87 1999 194-217
    • (1999) Journal of Economic Theory , vol.87 , pp. 194-217
    • Wälde, K.1
  • 6
    • 0001926061 scopus 로고
    • Nonexpected utility in macroeconomics
    • P. Weil Nonexpected utility in macroeconomics Quarterly Journal of Economics 105 1990 29-42
    • (1990) Quarterly Journal of Economics , vol.105 , pp. 29-42
    • Weil, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.