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Allgemeines Gleichgewicht 1 Consumption theory 1 Fokker-Planck equations 1 General equilibrium 1 Intertemporal choice 1 Intertemporale Entscheidung 1 Konsumtheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Poisson uncertainty 1 Savings 1 Sparen 1 Theorie 1 Theory 1 frictional labour markets 1 general equilibrium 1 incomplete markets 1 optimal saving 1
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Free 2
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Book / Working Paper 2
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Conference Paper 1
Language
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English 2
Author
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Bayer, Christian 2 Wälde, Klaus 2
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2011: Die Ordnung der Weltwirtschaft: Lektionen aus der Krise - Session: Dynamic Optimization 1
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ECONIS (ZBW) 1 EconStor 1
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Describing the Dynamics of Distribution in Search and Matching Models by Fokker-Planck Equations
Wälde, Klaus; Bayer, Christian - 2011
This paper provides the proofs to the analysis of a continuous time matching model with saving in Bayer and Wälde (2010a). The paper proves the results on consumption growth, provides an existence proof for optimal consumption and a detailed derivation of the Fokker-Planck equations.
Persistent link: https://www.econbiz.de/10010305971
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Cover Image
Describing the dynamics of distributions in search and matching models by Fokker-Planck equations
Bayer, Christian; Wälde, Klaus - 2011
Persistent link: https://www.econbiz.de/10009355828
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