Linearizations and Equilibrium Correction Models
Linear dynamic equilibrium correction mechanisms are shown to follow from the discretisation of continuous processes with steady-state solutions.
Year of publication: |
2004
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Authors: | Bårdsen, Gunnar ; Hurn, Stan ; Lindsay, Kenneth A. |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 8.2004, 4
|
Publisher: |
De Gruyter |
Saved in:
Online Resource
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