Arbeitspapier
Solving The Discrete-Time Stochastic Ramsey Model
This note describes methods for solving deterministic and stochastic versions of the discrete-time Ramsey model of economic growth. We derive an iterative procedure for solving the Euler equation and apply it to an example adapted from Pan (2007).
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 09-018/2
- Klassifikation
-
Wirtschaft
Optimization Techniques; Programming Models; Dynamic Analysis
Investment; Capital; Intangible Capital; Capacity
One, Two, and Multisector Growth Models
- Thema
-
Ramsey model
Stochastic Ramsey model
Solution methods
Optimales Wachstum
Stochastisches Wachstumsmodell
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Elbers, Chris
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2009
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Elbers, Chris
- Tinbergen Institute
Entstanden
- 2009
Ähnliche Objekte (12)
Solving Discrete Zero Point Problems
Solving Discrete Systems of Nonlinear Equations
Modified Ramsey Discounting for Climate Change
Solving Discrete Zero Point Problems with Vector Labeling
A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems
Measures of Fit for Multinomial Discrete Models
Relating Stochastic Volatility Estimation Methods
Asymptotic Properties of Predicted Probabilities in Discrete Regression
Semiparametric Identification in Panel Data Discrete Response Models
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
Solving the Inverse Power Problem in Two-Tier Voting Settings
Stochastic Orders of Proposing Players in Bargaining
Solving Discrete Zero Point Problems
Solving Discrete Systems of Nonlinear Equations
Modified Ramsey Discounting for Climate Change
Solving Discrete Zero Point Problems with Vector Labeling
A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems
Measures of Fit for Multinomial Discrete Models
Relating Stochastic Volatility Estimation Methods
Asymptotic Properties of Predicted Probabilities in Discrete Regression
Semiparametric Identification in Panel Data Discrete Response Models
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
Solving the Inverse Power Problem in Two-Tier Voting Settings
Stochastic Orders of Proposing Players in Bargaining
Solving Discrete Zero Point Problems
Solving Discrete Systems of Nonlinear Equations
Modified Ramsey Discounting for Climate Change
Solving Discrete Zero Point Problems with Vector Labeling
A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems
Measures of Fit for Multinomial Discrete Models
Relating Stochastic Volatility Estimation Methods
Asymptotic Properties of Predicted Probabilities in Discrete Regression
Semiparametric Identification in Panel Data Discrete Response Models
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
Solving the Inverse Power Problem in Two-Tier Voting Settings