Log-linearization of stochastic economic models†

DOI10.1080/10236190601069002zbMath1114.91089OpenAlexW2144630613MaRDI QIDQ3435952

John Stachurski

Publication date: 8 May 2007

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236190601069002

zbMATH Keywords

Markov chainstopological conjugacystochastic equilibrium

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (1)

Stochastic optimal growth with risky labor supply

Cites Work

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• Markov chains and stochastic stability
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Stochastic optimal growth with unbounded shock
• Invariant Distributions and the Limiting Behavior of Markovian Economic Models
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• On a class of stable random dynamical systems: Theory and applications

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