Mean growth and stochastic stability in endogenous growth models

DOI10.1016/j.econlet.2018.02.014zbMath1397.91389OpenAlexW2785524581MaRDI QIDQ1787512

Patrick A. Pintus, Raouf Boucekkine, Benteng Zou

Publication date: 5 October 2018

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

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01705300/file/WP%202018%20-%20Nr%2005.pdf

zbMATH Keywords

stochastic stability\(AK\) modelendogenous stochastic growthglobal diversificationmean growth

Mathematics Subject Classification ID

Economic growth models (91B62) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (3)

Practical exponential stability of stochastic age-dependent capital system with Lévy noise ⋮ Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process ⋮ A robust consumption model when the intensity of technological progress is ambiguous

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• On optimal growth under uncertainty
• Stochastic growth under Wiener and Poisson uncertainty
• Stability of regime-switching stochastic differential equations
• Almost sure convergence to zero in stochastic growth models
• Growth and financial liberalization under capital collateral constraints: the striking case of the stochastic AK model with CARA preferences
• Current Accounts in Debtor and Creditor Countries
• An Asymptotic Theory of Growth Under Uncertainty
• Stabilization and Destabilization of Nonlinear Differential Equations by Noise

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