Small Noise Asymptotics for a Stochastic Growth Model
收藏NBER2003-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10194
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资源简介：
We develop analytic asymptotic methods to characterize time series properties of nonlinear dynamic stochastic models. We focus on a stochastic growth model which is representative of the models underlying much of modern macroeconomics. Taking limits as the stochastic shocks become small, we derive a
提供机构：
美国国家经济研究局
创建时间：
2003-12-01
