Characterizing the Degree of Stability of Non-linear Dynamic Models

DOI10.2202/1558-3708.1002zbMath1080.91547OpenAlexW2068074444MaRDI QIDQ3368289

Xavier de Luna, Mikael Bask

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1002

zbMATH Keywords

Lyapunov exponentsPersistenceAutoregressionExchange ratesExogenous shocks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamical systems in optimization and economics (37N40)

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