Log-linearization of stochastic economic models†
From MaRDI portal
Publication:3435952
DOI10.1080/10236190601069002zbMath1114.91089MaRDI QIDQ3435952
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
91B70: Stochastic models in economics
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- 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