| bibtype |
K -
Conference Paper (Czech conference)
|
| ARLID |
0346983 |
| utime |
20240103193824.5 |
| mtime |
20101004235959.9 |
| WOS |
000287979900056 |
| title
(primary) (eng) |
Ramsey Stochastic Model via Multistage Stochastic Programming |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0346981 |
| ISBN |
978-80-7394-218-2 |
| title
|
28th International Conference on Mathematical Methods in Economics 2010 |
| part_num |
Part II |
| page_num |
328-333 |
| publisher |
| place |
České Budějovice |
| name |
University of South Bohemia in České Budějovice, Faculty of Economy |
| year |
2010 |
|
| editor |
|
| editor |
| name1 |
Friebelová |
| name2 |
Jana |
|
|
| keyword |
Ramsey stochastic model |
| keyword |
Multistage stochastic programming |
| keyword |
Confidence intervals |
| keyword |
Autoregressive sequences |
| keyword |
Stability |
| keyword |
Empirical estimates |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| name1 |
Kaňková |
| name2 |
Vlasta |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| project |
| project_id |
GA402/08/0107 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0240545 |
|
| project |
| project_id |
GAP402/10/1610 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263483 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Ramsey model belongs to ``classical" economic dynamic models. It has been (1928)originally constructed (with a farmer interpretation)in a deterministic setting. Later this model has been generalized to a stochastic version. Time horizont in the original deterministic model as well as in modified stochastic one can be considered finite or infinite. The contribution deals with the stochastic model and finite horizont. However, in spite of the classical approach to analyze it we employ a stochastic programming technique. This approach gives a possibility to employ well known results on stability and empirical estimates also in the case of Ramsey model. However, first, we introduce some confidence intervals. To obtain the new assertions we restrict our consideration mostly to the case when the ``underlying" random element follows autoregressive (or at least Markov) sequence. |
| action |
| ARLID |
cav_un_auth*0263926 |
| name |
28th International Conference on Mathematical Methods in Economics 2010 |
| place |
České Budějovice |
| dates |
08.09.2010-10.09.2010 |
| country |
CZ |
|
| reportyear |
2011 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0187863 |
| arlyear |
2010 |
| mrcbU34 |
000287979900056 WOS |
| mrcbU63 |
cav_un_epca*0346981 28th International Conference on Mathematical Methods in Economics 2010 Part II 978-80-7394-218-2 328 333 České Budějovice University of South Bohemia in České Budějovice, Faculty of Economy 2010 |
| mrcbU67 |
Houda Michal 340 |
| mrcbU67 |
Friebelová Jana 340 |
|