Optimality in stochastic OLG models: theory for tests

DOI10.1016/j.jet.2005.03.004zbMath1142.91651OpenAlexW2061520641MaRDI QIDQ860359

Subir Chattopadhyay

Publication date: 9 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.jet.2005.03.004

zbMATH Keywords

empirical testsasset marketsoptimality characterizationstochastic overlapping generations models

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62) Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items

Dividend paying assets, the unit root property, and suboptimality ⋮ Optimality in an OLG model with nonsmooth preferences ⋮ On the interaction between risk sharing and capital accumulation in a stochastic OLG model with production ⋮ The Cass criterion, the net dividend criterion, and optimality

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