| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Forward Projection of the Cross-Country Income Distribution |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
387 |
| A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
135 |
| A Goodness of Fit Test for Ergodic Markov Processes |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
106 |
| A Note on Monotone Markov Processes |
0 |
0 |
1 |
28 |
2 |
2 |
3 |
136 |
| ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
123 |
| ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
113 |
| An Order-Theoretic Mixing Condition for Monotone Markov Chains |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
82 |
| An Order-Theoretic Mixing Condition for Monotone Markov Chains |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
56 |
| Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
446 |
| CONVERGENCE, PATH DEPENDENCE AND THE NATURE OF STOCHASTIC EQUILIBRIA: A TERATOLOGY OF GROWTH METHODS |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
95 |
| Coase meets Tarski: New Insights from Coase's Theory of the Firm |
0 |
0 |
0 |
89 |
1 |
1 |
1 |
249 |
| Computable Bounds for Extreme Event Probabilities in Stochastic Economic Models |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
122 |
| Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
77 |
| Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
66 |
| Computing Densities: A Conditional Monte Carlo Estimator |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
154 |
| Computing Densities: A Conditional Monte Carlo Estimator |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
83 |
| Computing the Distributions of Economic Models Via Simulation |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
223 |
| Computing the Distributions of Economic Models Via Simulation |
0 |
0 |
0 |
149 |
0 |
0 |
0 |
422 |
| Computing the Distributions of Economic Models via Simulation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
132 |
| Continuous State Dynamic Programming Via Nonexpansive Approximation |
0 |
0 |
1 |
39 |
0 |
0 |
4 |
214 |
| Continuous State Dynamic Programming via Nonexpansive Approximation |
0 |
0 |
0 |
140 |
0 |
0 |
1 |
508 |
| Equivalent Conditions for Irreducibility of Discrete Time Markov Chains |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
89 |
| Equivalent conditions for irreducibility of discrete time Markov chains |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
208 |
| Exact Draws from the Stationary Distribution of Entry-Exit Models |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
63 |
| Exact Draws from the Stationary Distribution of Entry-Exit Models |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
90 |
| Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
143 |
| Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
111 |
| Fitted Value Function Iteration With Probability One Contractions |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
129 |
| Generalized Look-Ahead Methods for Computing Stationary Densities |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
110 |
| Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth |
0 |
0 |
1 |
105 |
0 |
0 |
2 |
873 |
| Log-Linearization of Stochastic Economic Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
765 |
| NECESSARY AND SUFFICIENT CONDITIONS FORSTABILITY OF FINITE STATE MARKOV CHAINS |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
98 |
| Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities |
0 |
1 |
1 |
21 |
0 |
1 |
1 |
52 |
| Necessary and Sufficient Conditions for Stability of Finite State Markov Chains |
1 |
1 |
1 |
43 |
1 |
1 |
1 |
720 |
| Parametric Conditional Monte Carlo Density Estimation |
0 |
1 |
2 |
91 |
0 |
2 |
4 |
187 |
| Parametric Continuity of Stationary Distributions |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
209 |
| Parametric Continuity of Stationary Distributions |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
123 |
| Parametric continuity of stationary distributions |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
49 |
| Parametric continuity of stationary distributions |
1 |
1 |
1 |
51 |
1 |
1 |
1 |
267 |
| Poverty Traps |
1 |
2 |
13 |
842 |
3 |
25 |
86 |
2,231 |
| Random Dynamical Systems with Multiplicative Noise |
0 |
0 |
1 |
92 |
0 |
0 |
1 |
423 |
| STOCHASTIC GROWTH WITH NONCONVEXITIES:THE OPTIMAL CASE |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
111 |
| Some Stability Results for Markovian Economic Semigroups |
0 |
0 |
0 |
32 |
1 |
2 |
3 |
147 |
| Stability of Stationary Distributions in Monotone Economies |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
128 |
| Stochastic Growth: Asymptotic Distributions |
1 |
1 |
1 |
25 |
1 |
1 |
1 |
193 |
| Stochastic Optimal Growth when the Discount Rate Vanishes |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
117 |
| Stochastic Optimal Growth with Risky Labor Supply |
0 |
0 |
1 |
43 |
0 |
0 |
2 |
109 |
| Stochastic Optimal Growth with Risky Labor Supply |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
50 |
| Stochastic Optimal Growth with Unbounded Shock |
0 |
0 |
0 |
59 |
1 |
1 |
2 |
312 |
| Stochastic Optimal Policies When the Discout Rate Vanishes |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
170 |
| Stochastic Stability in Monotone Economies |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
80 |
| Total Working Papers |
4 |
7 |
25 |
2,925 |
15 |
46 |
142 |
12,286 |
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