Results 81 to 90 of about 18,923 (199)
Estimating Euler equations [PDF]
In this paper we consider conditions under which the estimation of a log-linearized Euler equation for consumption yields consistent estimates of preference parameters.
Hamish Low, Orazio Attanasio
core
Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt
Journal of Money, Credit and Banking, EarlyView.Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
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Policy Biases in a Model with Labor‐Market Frictions
Journal of Money, Credit and Banking, EarlyView.Abstract We develop a model with labor‐market matching frictions that is subject to a range of shocks, including shocks to matching efficiency and bargaining power, and use the model to examine how monetary policy should respond to such shocks. We show that optimal monetary policy responds effectively to these shocks, producing economic outcomes that ...
RICHARD DENNIS, TATIANA KIRSANOVA
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, 2022 In this article, a new class of real-valued Euler–Lagrange symmetry additive functional equations is introduced. The solution of the equation is provided, assuming the unknown function to be continuous and without any regularity conditions.
Nabil Mlaiki +3 more
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The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
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Approximation of Mixed Euler-Lagrange σ-Cubic-Quartic Functional Equation in Felbin's Type f-NLS
, 2021 In this research paper, the authors present a new mixed Euler-Lagrange σ-cubic-quartic functional equation. For this introduced mixed type functional equation, the authors obtain general solution and investigate the various stabilities related to the ...
Rassias, J.M. +3 more
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Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver
International Journal for Numerical Methods in Fluids, Volume 98, Issue 7, Page 804-839, July 2026.A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
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On the Validity of the Euler–Lagrange Equation
, 2001 Under some regularity assumptions on the boundary datum u0 (assumptions automatically satisfied in the classical case when the growth of the integrand is bounded by a+b‖ξ‖p), we prove the validity of the Euler–Lagrange equation for the functional∫Ω[f(‖∇u(
Cellina, Arrigo
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Image Restoration using a Nonlinear Second-order Parabolic PDE-based Scheme
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2017 A novel anisotropic diffusion-based image denoising and restoration approach is proposed in this paper. A variational model for image restoration is introduced first, then the corresponding Euler-Lagrange equation being determined.
Barbu Tudor, Moroşanu Costică
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Quantitative asymptotics for polynomial patterns in the primes
Mathematika, Volume 72, Issue 3, July 2026.Abstract We prove quantitative estimates for averages of the von Mangoldt and Möbius functions along polynomial progressions n+P1(m),…,n+Pk(m)$n+P_1(m),\ldots, n+P_k(m)$ for a large class of polynomials Pi$P_i$. The error terms obtained save an arbitrary power of logarithm, matching the classical Siegel–Walfisz error term.
Lilian Matthiesen +2 more
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