Envelope theorem in dynamic economic models with recursive utility

DOI10.1016/j.econlet.2017.11.018zbMath1397.91378OpenAlexW2770276293MaRDI QIDQ1787264

Yanyun Zhao, Juan Pablo Rincón-Zapatero

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.11.018

zbMATH Keywords

recursive utilitydynamic economic modelsfirst-order differentiability

Mathematics Subject Classification ID

Economic growth models (91B62) Economic dynamics (91B55)

Cites Work

• Optimal growth with many consumers
• Recursive utility and the Ramsey problem
• Differentiability of the value function without interiority assumptions
• On the Differentiability of the Value Function in Dynamic Models of Economics

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