Dividend paying assets, the unit root property, and suboptimality

DOI10.1016/J.JMATECO.2008.09.002zbMath1179.91138OpenAlexW2069110772MaRDI QIDQ845601

Subir Chattopadhyay, Antonio Jimenez-Martinez

Publication date: 29 January 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.09.002

zbMATH Keywords

optimalitystochastic OLGunit root propertystationary equilibriumdividend paying assets

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Cites Work

• Optimality in stochastic OLG models: theory for tests
• Dominant root characterization of Pareto optimality and the existence of optimal equilibria in stochastic overlapping generations models
• Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the Lucas model
• On optimality in intergenerational risk sharing
• Stochastic OLG models, market structure, and optimality
• Stationary monetary equilibria in overlapping generations models with incomplete markets
• Matrix Analysis
• Stationary Equilibria with Incomplete Markets and Overlapping Generations
• Rational Asset Pricing Bubbles
• Social Security and Demographic Shocks
• Equilibrium in dynamic models with an infinity of agents

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