English

Spatial rational expectations equilibria in the Ramsey model of optimal growth

Optimization and Control 2017-10-24 v1

Abstract

It is the aim of this work provide a rigorous treatment concerning the formation of spatial rational expectations equlibria in a general class of spatial economic models under the effect of externalities, using techniques from the calculus of variations. Using detailed estimates for a para-metric optimisation problem, the existence of spatial rational expectations equilibria is proved and they are characterised in terms of a nonlocal Euler-Lagrange equation.

Keywords

Cite

@article{arxiv.1710.08110,
  title  = {Spatial rational expectations equilibria in the Ramsey model of optimal growth},
  author = {Filippo Santambrogio and A Xepapadeas and A Yannacopoulos},
  journal= {arXiv preprint arXiv:1710.08110},
  year   = {2017}
}