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Volumn 31, Issue 5, 2007, Pages 1321-1350

United States current account deficits: A stochastic optimal control analysis

Author keywords

Dynamic programming; External debt; Inter temporal optimization; Stochastic optimal control; US current account deficits

Indexed keywords


EID: 34147157758     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.10.016     Document Type: Article
Times cited : (8)

References (25)
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    • Fleming, Wendell H., 2004. Some Optimal Investment, Production and Consumption Models. American Mathematical Society, Contemporary Mathematics 351 Mathematics of Finance, pp. 115-124.
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    • An application of stochastic control theory to financial economics
    • Fleming W.H., and Pang T. An application of stochastic control theory to financial economics. SIAM Journal of Control and Optimization 43 2 (2004) 502-531
    • (2004) SIAM Journal of Control and Optimization , vol.43 , Issue.2 , pp. 502-531
    • Fleming, W.H.1    Pang, T.2
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    • Fleming W.H., and Stein J.L. Stochastic optimal control. International finance and debt. Journal of Banking and Finance 28 5 (2004) 979-996
    • (2004) Journal of Banking and Finance , vol.28 , Issue.5 , pp. 979-996
    • Fleming, W.H.1    Stein, J.L.2
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    • Mussa, Michael, 2004. Exchange rate adjustments needed to reduce global payments imbalances. In: Bergsten, C. Fred, John Williamson (Eds.), Dollar Adjustment: How Far? Against What? Institute for International Economics, Washington, DC.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.