Differentiability and comparative analysis in discrete-time infinite- horizon optimization

DOI10.1016/S0022-0531(05)80049-3zbMath0756.90026OpenAlexW2125263979MaRDI QIDQ1196668

Manuel S. Santos

Publication date: 16 January 1993

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-0531(05)80049-3

zbMATH Keywords

unbounded horizondiscrete-time intertemporally separable optimization problems

Mathematics Subject Classification ID

Economic growth models (91B62)

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Continuous time one-dimensional asset-pricing models with analytic price-dividend functions ⋮ Markovian equilibrium in infinite horizon economies with incomplete markets and public policy ⋮ Analytic solving of asset pricing models: the by force of habit case ⋮ Differentiability of the value function in continuous-time economic models ⋮ Wealth distribution and output fluctuations ⋮ Smooth dynamics and computation in models of economic growth ⋮ Trade, redistribution and indeterminacy ⋮ Smooth dynamics and computation in models of economic growth ⋮ The optimal management of renewable resources under the risk of potential regime shift ⋮ On the smoothness of optimal paths ⋮ Introduction to a general equilibrium approach to economic growth ⋮ Wealth inequality, preference heterogeneity and macroeconomic volatility in two-sector economies ⋮ Error bounds for a numerical solution for dynamic economic models ⋮ Sensitivity analysis in a class of dynamic optimization models ⋮ Sensitivity analysis of multisector optimal economic dynamics ⋮ Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy ⋮ Wealth inequality and dynamic stability

Cites Work

• Unnamed Item
• Determinacy of equilibria in dynamic models with finitely many consumers
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Smoothness of the Policy Function in Discrete Time Economic Models
• THE TURNPIKE THEOREM OF MORISHIMA⁽¹⁾

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