A state space model of the economic fundamentals

DOI10.1016/0898-1221(89)90107-7zbMath0683.90021OpenAlexW2728064975MaRDI QIDQ1825113

Yanyan Li

Publication date: 1989

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: http://www.escholarship.org/uc/item/0134h72g

zbMATH Keywords

technologyinitial wealthtastesstochastic shocksrecursive competitive equilibriumallocation of real resourcesstate space time series

Mathematics Subject Classification ID

Economic time series analysis (91B84) Dynamic programming (90C39) Economic growth models (91B62)

Cites Work

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• Recursive Competitive Equilibrium: The Case of Homogeneous Households
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Time to Build and Aggregate Fluctuations
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• On Existence of Weakly Maximal Programmes in a Multi-Sector Economy

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