International borrowing without commitment and informational lags: choice under uncertainty

DOI10.1016/j.jmateco.2015.10.007zbMath1395.91319OpenAlexW3124707314MaRDI QIDQ502345

Giorgio Fabbri

Publication date: 4 January 2017

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www.amse-aixmarseille.fr/sites/default/files/_dt/2012/wp_2015_-_nr_34.pdf

zbMATH Keywords

stochastic growth modelinternational borrowinghistory effectneutral stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic growth models (91B62)

Related Items (1)

Editorial: Introduction to international financial markets and banking systems crises

Cites Work

• Unnamed Item
• Unnamed Item
• History's a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment
• Business cycle fluctuations and learning-by-doing externalities in a one-sector model
• On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
• Maintenance and investment: complements or substitutes? A reappraisal
• Endogenous growth and time-to-build: the AK case
• Representation and control of infinite dimensional systems
• Solving optimal growth models with vintage capital: The dynamic programming approach
• On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
• Equivalence of functional-differential equations of neutral type and abstract Cauchy problems
• Introduction to functional differential equations
• Short-run pain, long-run gain: the conditional welfare gains from international financial integration
• Vintage capital and the dynamics of the AK model
• Time-to-build and cycles
• Finite-dimensional representations for controlled diffusions with delay
• Growth and financial liberalization under capital collateral constraints: the striking case of the stochastic AK model with CARA preferences
• On the optimal control of a linear neutral differential equation arising in economics
• Stochastic Differential Equations in Infinite Dimensions
• Linear Functional Differential Equations as Semigroups on Product Spaces
• Dynamic Optimal Control Models in Advertising: Recent Developments
• Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

This page was built for publication: International borrowing without commitment and informational lags: choice under uncertainty