Taub, B. (2019) Economic and financial modeling techniques in the frequency domain. Economic Theory Bulletin, 7(1), pp. 1-17. (doi: 10.1007/s40505-018-0151-x)
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Abstract
I provide some results on continuous-time frequency domain methods that can be used in dynamic models of noisy information and strategic behavior, including Fourier transform methods, spectral factorization, and some notes on numerical implementation.
| Item Type: | Articles |
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| Additional Information: | The author acknowledges financial support from the Academic Excellence Project 5-100 of the Russian Government. |
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Taub, Professor Bart |
| Authors: | Taub, B. |
| College/School: | College of Social Sciences > Adam Smith Business School > Economics |
| Journal Name: | Economic Theory Bulletin |
| Publisher: | Springer |
| ISSN: | 2196-1085 |
| ISSN (Online): | 2196-1093 |
| Published Online: | 10 July 2018 |
| Copyright Holders: | Copyright © 2018 The Author |
| First Published: | First published in Economic Theory Bulletin 7(1):1-17 |
| Publisher Policy: | Reproduced under a Creative Commons License |
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