Computing minimal state space recursive equilibrium in OLG models with stochastic production
Year of publication: |
2013
|
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Authors: | McGovern, Jaime ; Morand, Olivier F. ; Reffett, Kevin L. |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 54.2013, 3, p. 623-674
|
Subject: | Recursive equilibrium | Stationary Markov equilibrium | Order-theoretic fixed point theory | Equilibrium computation | Monotone Comparative statics | Gleichgewichtstheorie | Equilibrium theory | Overlapping Generations | Overlapping generations | Markov-Kette | Markov chain | Gleichgewichtsmodell | Equilibrium model | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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