Stochastic saddlepoint systems

DOI10.1016/0165-1889(93)00782-YzbMath0875.90114OpenAlexW1964605992MaRDI QIDQ1349597

Marcus Miller, Paul A. Weller

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(93)00782-y

zbMATH Keywords

Stabilization policyRational expectationsStock marketSaddlepoint dynamicsStochastic shocks

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Stochastic Saddle Paths and Economic Theory ⋮ Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions ⋮ A currency crisis model with a misaligned central parity: A stochastic analysis ⋮ Rational expectations models: An approach using forward-backward stochastic differential equations ⋮ An introduction to hypergeometric functions for economists

Cites Work

• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Stochastic Process Switching: Some Simple Solutions
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