Rex Bergstrom’S Contributions To Continuous Time Macroeconometric Modeling
This paper reviews the contributions of Rex Bergstrom to the development of continuous time dynamic disequilibrium macroeconomic modeling since the early 1960s. The models provide an elegant integration of economic theory with analysis of steady state and stability properties. The subsequent contributions of his Ph.D. students, spawned by Bergstrom’s work over the years, is also reviewed. It was Bergstrom’s early pioneering vision 40 years ago of formulating and estimating continuous time models that underlies much of the research in that area of econometrics and finance today.
Volume (Year): 25 (2009)
Issue (Month): 04 (August)
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