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Small noise asymptotics for a stochastic growth model
- Source :
- Journal of Economic Theory. Dec, 2004, Vol. 119 Issue 2, p271, 28 p.
- Publication Year :
- 2004
-
Abstract
- The analytic asymptotic methods to characterize time-series properties of nonlinear dynamic stochastic models are developed and discussed. It resulted in characterizing the model economy, both in terms of its average behavior and its occasional large cyclical fluctuations.
- Subjects :
- Consumer behavior -- Models
Stochastic analysis -- Models
Business
Economics
Subjects
Details
- Language :
- English
- ISSN :
- 00220531
- Volume :
- 119
- Issue :
- 2
- Database :
- Gale General OneFile
- Journal :
- Journal of Economic Theory
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.131159690