Envelope theorem in dynamic economic models with recursive utility

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 163
Issue: C
Pages: 10-12

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates the first-order differentiability properties of the value function in dynamic economic models with recursive preferences where the optimal policy may lie at the boundary of the feasible set under several regular assumptions originating from the static optimization theory plus an additional asymptotic condition.

Technical Details

RePEc Handle
repec:eee:ecolet:v:163:y:2018:i:c:p:10-12
Journal Field
General
Author Count
2
Added to Database
2026-01-29