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Parametric Continuity of Stationary Distributions

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dc.contributor.authorLe Van, Cuong
dc.contributor.authorStachurski, John
dc.date.accessioned2015-12-08T22:10:47Z
dc.date.issued2007
dc.date.updated2015-12-08T07:35:00Z
dc.description.abstractFor Markovian economic models, long-run equilibria are typically identified with the stationary (invariant) distributions generated by the model. In this paper we provide new sufficient conditions for continuity in the map from parameters to these equilibria. Several existing results are shown to be special cases of our theorem.
dc.identifier.issn0938-2259
dc.identifier.urihttp://hdl.handle.net/1885/29496
dc.publisherSpringer
dc.sourceEconomic Theory
dc.subjectKeywords: Markov processes; Parametric continuity
dc.titleParametric Continuity of Stationary Distributions
dc.typeJournal article
local.bibliographicCitation.issue2
local.bibliographicCitation.lastpage348
local.bibliographicCitation.startpage333
local.contributor.affiliationLe Van, Cuong, Universite Paris Pantheon-Sorbonne
local.contributor.affiliationStachurski, John, College of Business and Economics, ANU
local.contributor.authoruidStachurski, John, u3915156
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140102 - Macroeconomic Theory
local.identifier.ariespublicationu9501697xPUB65
local.identifier.citationvolume33
local.identifier.doi10.1007/s00199-006-0144-0
local.identifier.scopusID2-s2.0-34548260408
local.type.statusPublished Version

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