Global stability of dynamic models

C-Tier
Journal: Economic Modeling
Year: 2011
Volume: 28
Issue: 3
Pages: 782-784

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

A necessary and sufficient condition for global stability of dynamic models is summability to one of the long-run elasticities and cointegration. The short-run coefficients automatically satisfy the homogeneity condition. A relevant restriction has to be imposed in the parameter estimation process; otherwise, the ratios of variables appearing in the model will tend to either infinity or zero, which is economic nonsense in most cases. This conclusion is particularly important for the ECM or VEC (SVEC) models that decompose behavior into long and short-run parts.

Technical Details

RePEc Handle
repec:eee:ecmode:v:28:y:2011:i:3:p:782-784
Journal Field
General
Author Count
2
Added to Database
2026-01-25