Log-linearization of stochastic economic models†
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Publication:3435952
DOI10.1080/10236190601069002zbMATH Open1114.91089OpenAlexW2144630613MaRDI QIDQ3435952FDOQ3435952
Authors: 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
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Cites Work
- Markov chains and stochastic stability
- Title not available (Why is that?)
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Title not available (Why is that?)
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- On a class of stable random dynamical systems: Theory and applications
- Invariant Distributions and the Limiting Behavior of Markovian Economic Models
- Stochastic optimal growth with unbounded shock
Cited In (4)
- Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model
- Symbolic stationarization of dynamic equilibrium models
- Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
- Stochastic optimal growth with risky labor supply
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