On a closed-form solution to the stochastic Lucas-Uzawa model
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Publication:741563
DOI10.1007/s00712-012-0295-3zbMath1294.91106OpenAlexW1989293714MaRDI QIDQ741563
Publication date: 12 September 2014
Published in: Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00712-012-0295-3
Multisectoral models in economics (91B66) Economic growth models (91B62) Dynamic stochastic general equilibrium theory (91B51)
Related Items (4)
Stochastic continuous time growth models that allow for closed form solutions ⋮ Stochastic accumulation of human capital and welfare in the Uzawa-Lucas model: an analytical characterization ⋮ 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
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- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
- Production technologies in stochastic continuous time models
- Divergence in economic performance: Transitional dynamics with multiple equilibria
- Special functions for the study of economic dynamics: the case of the Lucas-Uzawa model
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