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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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
Subjects: University of Westminster > Westminster Business School
Depositing User: Miss Nina Watts
Date Deposited: 07 Apr 2009 15:35
Last Modified: 13 Oct 2009 15:07

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