Rex Bergstrom's contributions to continuous time macroeconometric modeling by K. Ben Nowman

By:

Nowman, Kalid Ben [author]

Material type: Text

TextSeries: ; Volume 25, number 4Cambridge : Cambridge University Press, 2009Content type:

text

Media type:

unmediated

Carrier type:

volume

Subject(s):

Macroeconometrics

LOC classification:

HB139.T52 ECO

Online resources:

Click here to access online

Summary: 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.

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Item type	Current library	Call number	Vol info	Copy number	Status	Notes	Date due	Barcode
Journal Article	Main Library - Special Collections	HB139.T52 ECO (Browse shelf(Opens below))	vol. 25, no. 4 (pages 1087-1098)	SP3259	Not for loan	For In house Use

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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.

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