The Speed Of Adjustment and Robust Stability of Macroeconomic Systems
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References listed on IDEAS
- Dirk Tasche, 2004. "The single risk factor approach to capital charges in case of correlated loss given default rates," Papers cond-mat/0402390, arXiv.org, revised Feb 2004.
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More about this item
KeywordsMacroeconomic models; Keynesian system; neoclassical system; Walras-KeynesPhillips model; adjustment mechanism; nonlinear differential equations; linearization; interval uncertainty; linear differential equations; asymptotical stability; stability margins;
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