Continuous time econometric model of the united kingdom with stochastic trends, a
Auteur :
Bergstrom, Albert Rex / Nowman, Khalid Ben
Éditeur :
Cambridge University Press
ISBN :
9781107411234
Date de publication :
25 oct. 2012
Dimensions :
21,6 x 14,0 x 1,7 cm
Poids :
370 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. It describes the model in detail to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour.