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Stability and the structure of continuous-time economic models

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  • Nieuwenhuis, Herman J.
  • Schoonbeek, Lambert

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Bibliographic Info

Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 14 (1997)
Issue (Month): 3 (July)
Pages: 311-340

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Handle: RePEc:eee:ecmode:v:14:y:1997:i:3:p:311-340

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Web page: http://www.elsevier.com/locate/inca/30411

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References

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  1. Schoonbeek, Lambert, 1989. "Stability and structural forms of economic models," Economic Modelling, Elsevier, vol. 6(2), pages 182-188, April.
  2. Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(02), pages 179-191, August.
  3. Bergstrom, A.R., 1984. "Continuous time stochastic models and issues of aggregation over time," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 20, pages 1145-1212 Elsevier.
  4. Bergstrom, A. R. & Nowman, K. B. & Wymer, C. R., 1992. "Gaussian estimation of a second order continuous time macroeconometric model of the UK," Economic Modelling, Elsevier, vol. 9(4), pages 313-351, October.
  5. Schoonbeek, Lambert, 1992. "Negative coefficients and eigenvalues of economic models," Economic Modelling, Elsevier, vol. 9(2), pages 111-120, April.
  6. Takayama,Akira, 1985. "Mathematical Economics," Cambridge Books, Cambridge University Press, number 9780521314985.
  7. Buiter, Willem H, 1984. "Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples," Econometrica, Econometric Society, vol. 52(3), pages 665-80, May.
  8. Schoonbeek, Lambert, 1984. "Coefficient values and the dynamic properties of econometric models," Economics Letters, Elsevier, vol. 16(3-4), pages 303-308.
  9. Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153213, Tilburg University.
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Cited by:
  1. William Barnett & Yijun He, 2012. "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201228, University of Kansas, Department of Economics, revised Sep 2012.
  2. William Barnett & Yijun He, 2012. "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201227, University of Kansas, Department of Economics, revised Sep 2012.
  3. He, Yijun & Barnett, William A., 2006. "Existence of bifurcation in macroeconomic dynamics: Grandmont was right," MPRA Paper 756, University Library of Munich, Germany.
  4. Jewitt, Giles & Roderick McCrorie, J., 2005. "Computing estimates of continuous time macroeconometric models on the basis of discrete data," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 397-416, April.
  5. William A. Barnett & Yijun He, 1998. "Bifurcations in Continuous-Time Macroeconomic Systems," Macroeconomics 9805018, EconWPA.
  6. Barnett, William A. & He, Susan, 2010. "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, vol. 27(6), pages 1345-1354, November.
  7. A. R. Bergstrom, 2001. "Stability and wage acceleration in macroeconomic models of cyclical growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 327-340.

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