Results 271 to 280 of about 278,525 (306)

THE TURNPIKE IN DYNAMIC STOCHASTIC ECONOMIC GROWTH MODELS FOR STATE-CONTINGENT CAPITAL STOCKS

Acta Mathematica Scientia, 1994
Turnpike theorems state conditions under which an optimal growth program converges to a stationary solution. This paper shows that a turnpike theorem holds in a stochastic environment for programs that satisfy a uniformly essentially dominant diagonal block condition.
Chiang, Chiaoning, Yu, Xiaopei, He, Sui, Jian, Ming   +3 more
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Measuring Economic Uncertainty in Syria: An Approach to the Stochastic Volatility Model

Indian Journal of Economics and Development, 2022
This research aimed to propose an index that measures the degree of economic uncertainty in Syria. As it is a difficult situation to predict, the economic future's uncertainty may be a latent variable that drives random fluctuations in the variables of the economy.
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Stochastic Control and Mathematical Modeling: Applications in Economics, by H. Morimoto

Contemporary Physics, 2012
Stochastic Control and Mathematical Modeling: Applications in Economics, by H. Morimoto, Cambridge, Cambridge University Press, 2010, 340 pp., £70.00 (hardback), ISBN 978-0-521-19503-4.
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Optimal Choice of Monetary Instrument In a Linear Economic Model with Stochastic Coefficients

Journal of Money, Credit and Banking, 1975
A good deal of attention has rece tly been devoted by monetary conomis s to the socalled instrument problem.l Briefly, this problem arises s a result of the inv rse lationship that exists etween the money supply nd the rate of in erest. Because of thi ela ionffiip, th monetary authoriti s are u able to use b th th money upply a d the rate of int rest ...
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Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models [PDF]

, 2005
The paper introduces a multiplicative drift condition for evaluating stochastic economic models. The drift condition is shown to permit computation of quantitative bounds for extreme event probabilities in terms of the model primitives. By way of illustration, the technique is applied to a simple threshold autoregression model of exchange rates.
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Equilibrium Paths in Stochastic Models of Economic Dynamics

Theory of Probability & Its Applications, 1982
Evstigneev, I. V., Katyshev, P. K.
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Stochastic Actor-Oriented Models for the Co-Evolution of Networks and Behavior: An Introduction and Tutorial

Organizational Research Methods, 2020
Yuval Kalish
exaly  

Pricing European basket warrants with default risk under stochastic volatility models

Applied Economics Letters, 2022
Xingchun Wang
exaly  

The Economic Effects of Production Taxes in a Stochastic Growth Model.

American Economic Review, 1990
This paper analyzes the effects of stochastic taxes on production in simple stochastic growth model. In so doing, the paper explicitly examines the importance of uncertainty on the decisions of individual agents. This importance is emphasized by comparing economic outcome to various realizations of tax rates under uncertainty and perfect foresight ...
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Techniques for solving and analyzing applied stochastic models in economics

Cybernetics, 1980
Yastremskij, A. I., Fedorenko, I. K.
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