On the stability of stochastic dynamic systems and their use in econometrics

M.H.C. Nientker

Research output: PhD Thesis › PhD-Thesis - Research and graduation internal

1181 Downloads (Pure)

Original language	English
Qualification	PhD
Awarding Institution	Vrije Universiteit Amsterdam
Supervisors/Advisors	Koopman, Siem Jan, Supervisor Blasques, Francisco, Supervisor
Award date	9 Oct 2019
Print ISBNs	9789036105774
Publication status	Published - 2019

Keywords

CoverFinal published version, 4.19 MB
Title pageFinal published version, 41.5 KB
Abstract dutchFinal published version, 42.2 KB
Abstract englishFinal published version, 42.1 KB
Table of contentsFinal published version, 42.4 KB
Complete dissertationFinal published version, 7.79 MB
Preliminary matterFinal published version, 55.5 KB
Chapter 1 - IntroductionFinal published version, 64.9 KB
Chapter AcknowledgementsFinal published version, 58.6 KB
Chapter 2 - Stationarity Ergodicity and Mixing of Resetting Time SeriesFinal published version, 312 KB
Chapter 3 - A Time-Varying Parameter Model for Local ExplosionsFinal published version, 402 KB
Chapter 4 - Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium ModelsFinal published version, 2.99 MB
End matterFinal published version, 175 KB

@phdthesis{7bf658da08394dc8bd6af702c5eb6da6,

title = "On the stability of stochastic dynamic systems and their use in econometrics",

keywords = "Time series, Stability, Financial bubbles, DSGE",

author = "M.H.C. Nientker",

year = "2019",

language = "English",

isbn = "9789036105774",

series = "Tinbergen Institute research series",

type = "PhD-Thesis - Research and graduation internal",

school = "Vrije Universiteit Amsterdam",

}