Production technologies in stochastic continuous time models:
Properties of dynamic stochastic general equilibrium models can be revealed by either using numerical solutions or qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed-form solutions. Closed-form solutions are known for a large cl...
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
München
CESifo
2009
|
| Series: | CESifo working papers
2831 : Category 6, Fiscal policy, macroeconomics and growth |
| Subjects: | |
| Links: | http://www.cesifo-group.de/DocCIDL/cesifo1_wp2831.pdf |
| Summary: | Properties of dynamic stochastic general equilibrium models can be revealed by either using numerical solutions or qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed-form solutions. Closed-form solutions are known for a large class of models some of which, however, have some undesirable features. This paper offers closed-form solutions for models which are just as tractable but do not suffer from these shortcomings. -- dynamic stochastic general equilibrium models ; closed-form solution ; continuous time ; jump diffusion |
| Physical Description: | 11 S. |
Staff View
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| id | DE-604.BV035853433 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T14:01:42Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018711433 |
| oclc_num | 499109696 |
| open_access_boolean | |
| owner | DE-521 DE-706 DE-19 DE-BY-UBM DE-12 |
| owner_facet | DE-521 DE-706 DE-19 DE-BY-UBM DE-12 |
| physical | 11 S. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | CESifo |
| record_format | marc |
| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Wälde, Klaus 1966- Verfasser (DE-588)130598372 aut Production technologies in stochastic continuous time models Klaus Wälde München CESifo 2009 11 S. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2831 : Category 6, Fiscal policy, macroeconomics and growth Properties of dynamic stochastic general equilibrium models can be revealed by either using numerical solutions or qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed-form solutions. Closed-form solutions are known for a large class of models some of which, however, have some undesirable features. This paper offers closed-form solutions for models which are just as tractable but do not suffer from these shortcomings. -- dynamic stochastic general equilibrium models ; closed-form solution ; continuous time ; jump diffusion Dynamisches Gleichgewicht (DE-588)4228432-6 gnd rswk-swf Produktionsprozess (DE-588)4123984-2 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Dynamisches Modell (DE-588)4150932-8 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 s Dynamisches Modell (DE-588)4150932-8 s Dynamisches Gleichgewicht (DE-588)4228432-6 s Produktionsprozess (DE-588)4123984-2 s DE-604 CESifo working papers 2831 : Category 6, Fiscal policy, macroeconomics and growth (DE-604)BV013978326 2831 http://www.cesifo-group.de/DocCIDL/cesifo1_wp2831.pdf |
| spellingShingle | Wälde, Klaus 1966- Production technologies in stochastic continuous time models CESifo working papers Dynamisches Gleichgewicht (DE-588)4228432-6 gnd Produktionsprozess (DE-588)4123984-2 gnd Stochastisches Modell (DE-588)4057633-4 gnd Dynamisches Modell (DE-588)4150932-8 gnd |
| subject_GND | (DE-588)4228432-6 (DE-588)4123984-2 (DE-588)4057633-4 (DE-588)4150932-8 |
| title | Production technologies in stochastic continuous time models |
| title_auth | Production technologies in stochastic continuous time models |
| title_exact_search | Production technologies in stochastic continuous time models |
| title_full | Production technologies in stochastic continuous time models Klaus Wälde |
| title_fullStr | Production technologies in stochastic continuous time models Klaus Wälde |
| title_full_unstemmed | Production technologies in stochastic continuous time models Klaus Wälde |
| title_short | Production technologies in stochastic continuous time models |
| title_sort | production technologies in stochastic continuous time models |
| topic | Dynamisches Gleichgewicht (DE-588)4228432-6 gnd Produktionsprozess (DE-588)4123984-2 gnd Stochastisches Modell (DE-588)4057633-4 gnd Dynamisches Modell (DE-588)4150932-8 gnd |
| topic_facet | Dynamisches Gleichgewicht Produktionsprozess Stochastisches Modell Dynamisches Modell |
| url | http://www.cesifo-group.de/DocCIDL/cesifo1_wp2831.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT waldeklaus productiontechnologiesinstochasticcontinuoustimemodels |