On the link between volatility and growth

DOI10.1007/S10887-011-9069-YzbMath1237.91165OpenAlexW3121557707MaRDI QIDQ415579

Olaf Posch, Klaus Wälde

Publication date: 8 May 2012

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

Full work available at URL: https://doi.org/10.1007/s10887-011-9069-y

zbMATH Keywords

continuous-time DSGE modelsendogenous cycles and growthPoisson uncertaintytax effectsvolatility measures

Mathematics Subject Classification ID

Economic growth models (91B62) Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

R\&D subsidies, income taxes, and growth through cycles

Cites Work

• ``Itō's lemma and the Bellman equation for Poisson processes: An applied view
• Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
• Divergence in economic performance: Transitional dynamics with multiple equilibria
• The link between volatility and growth: Evidence from the States
• The economic determinants of technology shocks in a real business cycle model
• Volatility and firm growth
• Structural estimation of jump-diffusion processes in macroeconomics
• The Inverse Optimal Problem: A Dynamic Programming Approach
• A Model of Growth Through Creative Destruction
• An Asymptotic Theory of Growth Under Uncertainty
• An elementary theory of stochastic differential equations driven by a poisson process
• The Accumulation of Wealth and the Cyclical Generation of New Technologies: A Search Theoretic Approach
• Growing Through Cycles
• Linear Statistical Inference and its Applications

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