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Rex Bergstrom's contributions to continuous time macroeconometric modelling

Nowman, K. Ben (2009) Rex Bergstrom's contributions to continuous time macroeconometric modelling. Econometric Theory, 25 (4). pp. 1087-1098. ISSN 0266-4666

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Official URL: http://dx.doi.org/10.1017/S0266466608090427

Abstract

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.

Item Type:Article
Research Community:University of Westminster > Westminster Business School
ID Code:6305
Deposited On:07 Apr 2009 16:35
Last Modified:13 Oct 2009 16:07

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