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10-081/2 - Global Stochastic Properties of Dynamic Models and their Linear Approximations


  • Authors
    Ana Babus, University of Cambridge; Casper G. de Vries, Erasmus University Rotterdam
  • Publication date
    August 26, 2010
  • Keywords
    Linearization; ARCH process; Real business cycles model; Stochastic difference equation
  • JEL
    C22, C62, E32