Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
From MaRDI portal
Publication:6121884
DOI10.1016/j.jmateco.2024.102942OpenAlexW4390739087MaRDI QIDQ6121884
Publication date: 26 March 2024
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2024.102942
stochastic stabilityjump-diffusion processbalanced growth pathmean growth ratestochastic Solow growth model
Stochastic models in economics (91B70) Economic growth models (91B62) Diffusion processes (60J60) Jump processes on discrete state spaces (60J74)
Cites Work
- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
- Production technologies in stochastic continuous time models
- Business cycles in a two-sector model of endogenous growth
- On a closed-form solution to the stochastic Lucas-Uzawa model
- Military spending and stochastic growth
- Hybrid switching diffusions. Properties and applications
- Optimal saving under Poisson uncertainty
- Growth and optimal intertemporal allocation of risks
- Stochastic continuous time growth models that allow for closed form solutions
- Mean growth and stochastic stability in endogenous growth models
- Stochastic growth under Wiener and Poisson uncertainty
- Structural estimation of jump-diffusion processes in macroeconomics
- An Asymptotic Theory of Growth Under Uncertainty
- The Accumulation of Wealth and the Cyclical Generation of New Technologies: A Search Theoretic Approach
- Growing Through Cycles
- The Global Diffusion of Ideas
- WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
- Applied stochastic control of jump diffusions
- Alternative government financing and stochastic endogenous growth.
This page was built for publication: Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
