Dynamic interaction models of economic equilibrium

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2009
Volume: 33
Issue: 1
Pages: 166-182

Authors (2)

Evstigneev, Igor Taksar, Michael (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper develops a stochastic dynamic model of economic equilibrium with locally interacting agents. The main focus of the study is on the modeling of market interactions - those arising in connection with commodity exchange and regulated by price mechanisms. The mathematical framework is a control theory for random vector fields on directed graphs. The graphs involved serve to describe the spatio-temporal structure of commodity flows in the system. The main results are concerned with the existence, uniqueness and stability of stochastic dynamic equilibria.

Technical Details

RePEc Handle
repec:eee:dyncon:v:33:y:2009:i:1:p:166-182
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25