Nowman, K. Ben (2009) Rex Bergstrom's contributions to continuous time macroeconometric modelling. Econometric Theory, 25 (4). pp. 1087-1098. ISSN 0266-4666
This is the latest version of this item.
Full text not available from this repository.
Official URL: http://dx.doi.org/10.1017/S0266466608090427
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.
|Research Community:||University of Westminster > Westminster Business School|
|Deposited On:||07 Apr 2009 16:35|
|Last Modified:||13 Oct 2009 16:07|
Available Versions of this Item
- Rex Bergstrom's contributions to continuous time macroeconometric modelling. (deposited 13 Dec 2006)
- Rex Bergstrom's contributions to continuous time macroeconometric modelling. (deposited 07 Apr 2009 16:35) [Currently Displayed]
Repository Staff Only: item control page