Complete closed-form solution to a stochastic growth model and corresponding speed of economic recovery
Year of publication: |
2010
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Authors: | Feicht, Robert ; Stummer, Wolfgang |
Institutions: | Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subject: | stochastic Ramsey-type growth | utility maximization | stochastic differential equations | explicit closed-form sample path dynamics | economic recovery | Monte Carlo simulations | steady-state |
Extent: | application/pdf |
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Series: | IWQW Discussion Paper Series. - ISSN 1867-6707. |
Type of publication: | Book / Working Paper |
Notes: | Number 05/2010 |
Source: |
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Feicht, Robert, (2010)
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Feicht, Robert, (2010)
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On the Estimation of Term Structure Models and An Application to the United States
(2010)
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Feicht, Robert, (2010)
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Feicht, Robert, (2010)
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Feicht, Robert, (2010)
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