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~isPartOf:"Working Papers / 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
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Poisson process
1
Poisson uncertainty
1
Tax effects
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continuous time uncertainty
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Bayer, Christian
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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
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Working Papers / Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
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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
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