Publications

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2021

Ernesto Guerra; Eugenio Bobenrieth; Juan Bobenrieth; Brian D. Wing

Solving dynamic stochastic models with multiple occasionally binding constraints. Journal Article

Economic Modelling, 105 (105636), 2021.

Links | Etiquetas: Commodities, DSGE, Free disposal, Numerical solutions, Storage capacity

Eugenio Bobenrieth; Juan Bobenrieth; Ernesto Guerra; Brian Wright; Di Zeng

Putting the empirical commodity storage model back on track: crucial implications of a "negligible" trend Journal Article

American Journal of Agricultural Economics, 103 (36), pp. 1034-1057, 2021.

Links | Etiquetas: storage model

2017

Juan Bobenrieth

Parabolic perturbation in the family z -<1 + 1/wz^d Journal Article

Proyecciones, 21 (1), pp. 1-7, 2017.

Links | Etiquetas: perturbation

2011

Cafiero Carlo; Eugenio Bobenrieth; Juan Bobenrieth; Brian Wright

The empirical relevance of the competitive storage model. Journal Article

J. Econometrics, 162 (1), pp. 44-54, 2011.

Links | Etiquetas: storage model

2008

Eugenio Bobenrieth; Juan Bobenrieth; Brian Wright

A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility Journal Article

Journal of Economic Dynamics and Control, 32 (36), pp. 695-708, 2008.

Links | Etiquetas: aving, Convergence, Invariant distribution

2002

Eugenio Bobenrieth; Juan Bobenrieth; Brian Wright

A commodity price process with a unique continuous invariant distribution having infinite mean. Journal Article

Econometrica, 70 (36), pp. 1213–1219, 2002.

Links | Etiquetas: distribution

2001

Juan Bobenrieth

Hyperbolicity is dense in the real family z↦1+1/wz^d (w∈ℝ), where d is odd. Journal Article

Sci. Ser. A Math. Sci. (N.S.), 70 (1), pp. 7-11, 2001.

Etiquetas: hyperbolicity