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