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Stochastic stability of monotone economies in regenerative environments

Research output: Contribution to journal › Article › peer-review

Applied Probability Laboratory

DOI

https://doi.org/10.1016/j.jet.2017.11.004
Final published version

Sergey Foss
Vsevolod Shneer
Jonathan P. Thomas
Tim Worrall

Original language	English
Pages (from-to)	334-360
Number of pages	27
Journal	Journal of Economic Theory
Volume	173
DOIs	https://doi.org/10.1016/j.jet.2017.11.004
Publication status	Published - 1 Jan 2018

OECD FOS+WOS

5.02.GY ECONOMICS

Research areas

Bewley–Imrohoroglu–Huggett–Aiyagari model, Monotone economy, One sector stochastic growth model, Risk-sharing model, Stochastic recursion, Stochastic stability, DYNAMIC ECONOMIES, INSURANCE, RISK, COMMITMENT, EQUILIBRIUM, GROWTH, Bewley-Imrohoroglu-Huggett-Aiyagari model

ID: 12100514