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~institution:"Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics"
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Continuous-time DSGE models
1
Endogenous cycles and growth
1
Fokker-Planck equations
1
Poisson process
1
Poisson uncertainty
1
Tax effects
1
Volatility measures
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continuous time uncertainty
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existence
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existence proof
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stability
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uncertainty in continuous time
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uniqueness
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Bayer, Christian
2
Wälde, Klaus
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Posch, Olaf
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Waelde, Klaus
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Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
CESifo
11
HAL
8
School of Economics and Management, University of Aarhus
8
Cowles Foundation for Research in Economics, Yale University
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Center for Financial Studies
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Economics Department, University of California-Santa Cruz (UCSC)
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Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
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London School of Economics (LSE)
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Økonomisk Institut, Københavns Universitet
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Collegio Carlo Alberto, Università degli Studi di Torino
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Departamento de Estadistica, Universidad Carlos III de Madrid
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Department of Economics, University of Birmingham
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Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche
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Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
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1
Existence, Uniqueness and Stability of Invariant Distributions in
Continuous-Time
Stochastic Models
Bayer, Christian
;
Waelde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2011
We study a dynamic stochastic general equilibrium model in
continuous
time
. Related work has proven that optimal …
Persistent link: https://www.econbiz.de/10010615396
Saved in:
2
Matching and Saving in
Continuous
Time
: Proofs
Bayer, Christian
;
Wälde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2010
This paper provides the proofs to the analysis of a
continuous
time
match- ing model with saving in Bayer and Wälde …
Persistent link: https://www.econbiz.de/10008544419
Saved in:
3
On the Non-Causal Link between Volatility and Growth
Posch, Olaf
;
Wälde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2010
through which economies with dierent tax levels dier both in their volatility and growth. Using a
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10008544422
Saved in:
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