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Welfare Consequences of Approximation Methods in a Nonlinear Model

Mineyama, Tomohide - 2020

behavior into account, delivers a much smaller approximation error. I also find that stronger responsiveness to inflation in … Economics 54(6), 1702--1725] argue that the responsiveness to inflation plays a minor role in social welfare using the …

Persistent link: https://www.econbiz.de/10012828152

Exact Utilities Under Alternative Monetary Rules in a Simple Macro Model with Optimizing Agents

Henderson, Dale W.; Kim, Jinill - 2001

We construct an optimizing-agent model of a closed economy which is simple enough that we can use it to make exact utility calculations. There is a stabilization problem because there are one-period nominal contracts for wages, or prices, or both and shocks that are unknown at the time when...

Persistent link: https://www.econbiz.de/10014154210

Money supply, prices and output : some optimization results based on optimal control theory

Singh, Balwant - In: Journal of quantitative economics : official journal of … 9 (1993) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10001159675

Optimal ordering policies in economic production quantity model with exponential time : dependent demand and diminishing release strategy

Tripathi, R. P.; Kaur, Manjit - In: International journal of logistics systems and … 45 (2023) 3, pp. 317-329

Persistent link: https://www.econbiz.de/10014340173

Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme

Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10009769892

Optimal annuity portfolio under inflation risk

Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488

Persistent link: https://www.econbiz.de/10011285966

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2017 - This version: 23 August 2017

eventually attain its long-run, positive inflation target. This illustrates that a credible long-run inflation target does not … level targeting does restore determinacy providing agents believe that inflation will eventually be positive. …

Persistent link: https://www.econbiz.de/10011717372

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 30 July 2016

nominal interest rates, even when agents believe that the central bank will eventually attain its long-run, positive inflation … target. This illustrates that a credible long-run inflation target does not render the Taylor principle sufficient for …

Persistent link: https://www.econbiz.de/10011518459

Optimal mean-variance efficiency of a family with life insurance under inflation risk

Liang, Zongxia; Zhao, Xiaoyang - In: Insurance / Mathematics & economics 71 (2016), pp. 164-178

Persistent link: https://www.econbiz.de/10011630638

Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk

Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - In: Mathematics and financial economics 16 (2022) 3, pp. 509-537

Persistent link: https://www.econbiz.de/10013438866