Equilibrium and decision making in intertemporal economic models:
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
2005
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 128, VIII S. graph. Darst. |
Staff View
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Record in the Search Index
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| adam_text | Contents
1 Preface 1
1.1 Monetary Equilibria in a Baumol Tobin Economy 1
1.2 Monetary Equilibria in a Cash in Advance Economy with Incom¬
plete Financial Markets 5
1.3 Risk and Uncertainty in Dynamic Programming 10
2 Monetary Equilibria in a Baumol Tobin Economy 15
2.1 Introduction 15
2.2 The Model 19
2.2.1 The Basic Structure 19
2.2.2 Households 20
2.2.3 Firms 23
2.3 Competitive Equilibria 23
2.4 Existence of Equilibrium 25
2.5 Remarks 27
2.6 Concluding Remarks 29
2.7 Appendix 30
3 Monetary Equilibria in a Cash in Advance Economy with In¬
complete Financial Markets (with Jinhui H. Bai) 55
3.1 Introduction 55
3.2 The Model 57
3.2.1 The Economy 57
3.2.2 The Households 58
3.2.3 The Government 60
3.2.4 Competitive Equilibria . ¦ 63
3.3 Monetary Equilibria with Balanced Transfers 65
3.3.1 Interest Rate Peg 65
3.3.2 Money Supply Control 66
I
n
3.3.3 Interpretation and Literature 67
3.4 Monetary Equilibria with Fixed Transfers 69
3.4.1 Interest Rate Peg 70
3.4.2 Money Supply Control 70
3.4.3 Interpretation and Literature 71
3.5 Concluding Remarks 72
3.6 Appendix 73
3.6.1 An Abstract Economy 73
3.6.2 The Household and Market Demand 75
3.6.3 Proof of Theorem 3.1 79
3.6.4 Proof of Theorem 3.2 81
3.6.5 Proof of Theorem 3.3 83
3.6.6 Proof of Theorem 3.4 87
4 Risk and Uncertainty in Dynamic Programming 91
4.1 Introduction 91
4.2 The Model 94
4.2.1 The Stochastic Setup 94
4.2.2 The Objective Function 94
4.2.3 The Recursive Formulation 100
4.3 Dynamic Programming 101
4.4 Recursive Optimization 102
4.5 Comparative Statics 104
4.6 Concluding Remarks 108
4.7 Appendix A 108
4.7.1 Proof of Proposition 4.1 108
4.7.2 Proof of Proposition 4.2 Ill
4.7.3 Proof of Proposition 4.4 118
4.7.4 Proof of Proposition 4.5 119
4.7.5 Proof of Proposition 4.6 121
4.7.6 Proof of Lemma 4.5 125
4.8 Appendix B: Facts about Capacities and non additive Integration 127
Bibliography III
|
| adam_txt |
Contents
1 Preface 1
1.1 Monetary Equilibria in a Baumol Tobin Economy 1
1.2 Monetary Equilibria in a Cash in Advance Economy with Incom¬
plete Financial Markets 5
1.3 Risk and Uncertainty in Dynamic Programming 10
2 Monetary Equilibria in a Baumol Tobin Economy 15
2.1 Introduction 15
2.2 The Model 19
2.2.1 The Basic Structure 19
2.2.2 Households 20
2.2.3 Firms 23
2.3 Competitive Equilibria 23
2.4 Existence of Equilibrium 25
2.5 Remarks 27
2.6 Concluding Remarks 29
2.7 Appendix 30
3 Monetary Equilibria in a Cash in Advance Economy with In¬
complete Financial Markets (with Jinhui H. Bai) 55
3.1 Introduction 55
3.2 The Model 57
3.2.1 The Economy 57
3.2.2 The Households 58
3.2.3 The Government 60
3.2.4 Competitive Equilibria . ¦ 63
3.3 Monetary Equilibria with Balanced Transfers 65
3.3.1 Interest Rate Peg 65
3.3.2 Money Supply Control 66
I
n
3.3.3 Interpretation and Literature 67
3.4 Monetary Equilibria with Fixed Transfers 69
3.4.1 Interest Rate Peg 70
3.4.2 Money Supply Control 70
3.4.3 Interpretation and Literature 71
3.5 Concluding Remarks 72
3.6 Appendix 73
3.6.1 An Abstract Economy 73
3.6.2 The Household and Market Demand 75
3.6.3 Proof of Theorem 3.1 79
3.6.4 Proof of Theorem 3.2 81
3.6.5 Proof of Theorem 3.3 83
3.6.6 Proof of Theorem 3.4 87
4 Risk and Uncertainty in Dynamic Programming 91
4.1 Introduction 91
4.2 The Model 94
4.2.1 The Stochastic Setup 94
4.2.2 The Objective Function 94
4.2.3 The Recursive Formulation 100
4.3 Dynamic Programming 101
4.4 Recursive Optimization 102
4.5 Comparative Statics 104
4.6 Concluding Remarks 108
4.7 Appendix A 108
4.7.1 Proof of Proposition 4.1 108
4.7.2 Proof of Proposition 4.2 Ill
4.7.3 Proof of Proposition 4.4 118
4.7.4 Proof of Proposition 4.5 119
4.7.5 Proof of Proposition 4.6 121
4.7.6 Proof of Lemma 4.5 125
4.8 Appendix B: Facts about Capacities and non additive Integration 127
Bibliography III |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Schwarz, Ingolf 1973- |
| author_GND | (DE-588)131505963 |
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| author_sort | Schwarz, Ingolf 1973- |
| author_variant | i s is |
| building | Verbundindex |
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| classification_rvk | QC 020 QC 320 |
| ctrlnum | (OCoLC)254827578 (DE-599)BVBBV021557124 |
| dewey-full | 332.4015118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4015118 |
| dewey-search | 332.4015118 |
| dewey-sort | 3332.4015118 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Thesis Book |
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| index_date | 2024-07-02T14:33:31Z |
| indexdate | 2024-07-09T20:38:34Z |
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| spelling | Schwarz, Ingolf 1973- Verfasser (DE-588)131505963 aut Equilibrium and decision making in intertemporal economic models vorgelegt von Ingolf Schwarz 2005 128, VIII S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mannheim, Univ., Diss., 2005 Konjunkturmodell (DE-588)4164996-5 gnd rswk-swf Geldtheorie (DE-588)4121333-6 gnd rswk-swf Gleichgewicht (DE-588)4121372-5 gnd rswk-swf Risiko (DE-588)4050129-2 gnd rswk-swf Unsicherheit (DE-588)4186957-6 gnd rswk-swf Geldmarkt (DE-588)4019899-6 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Dynamische Optimierung (DE-588)4125677-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Geldmarkt (DE-588)4019899-6 s Gleichgewicht (DE-588)4121372-5 s Konjunkturmodell (DE-588)4164996-5 s Dynamische Optimierung (DE-588)4125677-3 s Risiko (DE-588)4050129-2 s Unsicherheit (DE-588)4186957-6 s DE-188 Geldtheorie (DE-588)4121333-6 s Entscheidungstheorie (DE-588)4138606-1 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014773124&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schwarz, Ingolf 1973- Equilibrium and decision making in intertemporal economic models Konjunkturmodell (DE-588)4164996-5 gnd Geldtheorie (DE-588)4121333-6 gnd Gleichgewicht (DE-588)4121372-5 gnd Risiko (DE-588)4050129-2 gnd Unsicherheit (DE-588)4186957-6 gnd Geldmarkt (DE-588)4019899-6 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Dynamische Optimierung (DE-588)4125677-3 gnd |
| subject_GND | (DE-588)4164996-5 (DE-588)4121333-6 (DE-588)4121372-5 (DE-588)4050129-2 (DE-588)4186957-6 (DE-588)4019899-6 (DE-588)4138606-1 (DE-588)4125677-3 (DE-588)4143413-4 (DE-588)4113937-9 |
| title | Equilibrium and decision making in intertemporal economic models |
| title_auth | Equilibrium and decision making in intertemporal economic models |
| title_exact_search | Equilibrium and decision making in intertemporal economic models |
| title_exact_search_txtP | Equilibrium and decision making in intertemporal economic models |
| title_full | Equilibrium and decision making in intertemporal economic models vorgelegt von Ingolf Schwarz |
| title_fullStr | Equilibrium and decision making in intertemporal economic models vorgelegt von Ingolf Schwarz |
| title_full_unstemmed | Equilibrium and decision making in intertemporal economic models vorgelegt von Ingolf Schwarz |
| title_short | Equilibrium and decision making in intertemporal economic models |
| title_sort | equilibrium and decision making in intertemporal economic models |
| topic | Konjunkturmodell (DE-588)4164996-5 gnd Geldtheorie (DE-588)4121333-6 gnd Gleichgewicht (DE-588)4121372-5 gnd Risiko (DE-588)4050129-2 gnd Unsicherheit (DE-588)4186957-6 gnd Geldmarkt (DE-588)4019899-6 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Dynamische Optimierung (DE-588)4125677-3 gnd |
| topic_facet | Konjunkturmodell Geldtheorie Gleichgewicht Risiko Unsicherheit Geldmarkt Entscheidungstheorie Dynamische Optimierung Aufsatzsammlung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014773124&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT schwarzingolf equilibriumanddecisionmakinginintertemporaleconomicmodels |