An expositional note on the transversality condition in continuous time dynamic economic models

This is an expositional note on the transversality condition in continuous time dynamic economic models. We illustrate the basic issues, using the neoclassical one-sector optimal growth asset pricing model. In this class of models, the transversality condition is the natural link tying the present t...

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Detalles Bibliográficos
Autor: Bianconi, Marcelo
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:1991
País:México
Institución:EL COLEGIO DE MÉXICO
Repositorio:Estudios Económicos de El Colegio de México
Idioma:español
OAI Identifier:oai:oai.estudioseconomicos.colmex.mx:article/308
Acceso en línea:https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/308
Access Level:acceso abierto
Palabra clave:neoclassical growth model
modelo de crecimiento neoclásico
Descripción
Sumario:This is an expositional note on the transversality condition in continuous time dynamic economic models. We illustrate the basic issues, using the neoclassical one-sector optimal growth asset pricing model. In this class of models, the transversality condition is the natural link tying the present to the distant future.