滞后重新定时下的稳定性与调整速度

Stability and Speed of Adjustment under Retiming of Lags

Econometrica · 1980
被引 10
人大 A+FT50ABS 4*

中文导读

研究线性差分方程系统中滞后重新定时对稳定性和调整速度的影响,改进了Bear的稳定性定理,并给出了滞后扰动和扩散扰动对调整速度影响的主要结果。

Abstract

The subject is retiming of lags in a system of linear difference equations. The issues are (i) the effect of retiming on stability and (ii) the effect of retiming on speed of adjustment. Regarding (i), a theorem due to Bear [1] is sharpened; and new conditions for stability to survive under a retiming of lags are obtained. Regarding (ii), the main results concern the effects of lag perturbations and spread perturbations on speed of adjustment in models with nonnegative coefficients.

线性差分方程滞后重定时稳定性调整速度