Calculating short-run adjustments: Sensitivity to non-linearities in a representative agent framework

DOI10.1016/S0165-1889(01)00029-XMaRDI QIDQ1853199zbMATH OpenFDO

Authors Peter J. Stemp, Ric D. Herbert

Publication date 21 January 2003

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

errorsmacroeconomic modelslinearised modelshort-run adjustments

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Exploiting model structure to solve the dynamics of a macro model
• On some computational aspects of equilibrium business cycle theory
• Tobin's Marginal q and Average q: A Neoclassical Interpretation

Cited in

(1)

• How misleading is linearization? Evaluating the dynamics of the neoclassical growth model

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