Linearizations and equilibrium correction models

Bårdsen, G., Hurn, S. and Lindsay, K.A. (2004) Linearizations and equilibrium correction models. Studies in Nonlinear Dynamics and Econometrics, 8(4), pp. 1-9.

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Linear dynamic equilibrium correction mechanisms are shown to follow from the discretisation of continuous processes with steady-state solutions.

Item Type:Articles
Glasgow Author(s) Enlighten ID:Lindsay, Professor Kenneth
Authors: Bårdsen, G., Hurn, S., and Lindsay, K.A.
Subjects:Q Science > QA Mathematics
College/School:College of Science and Engineering > School of Mathematics and Statistics > Mathematics
Journal Name:Studies in Nonlinear Dynamics and Econometrics
ISSN (Online):1558-3708

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