Parametric continuity of stationary distributions - HAL-SHS - Sciences de l'Homme et de la Société
Article Dans Une Revue Economic Theory Année : 2007

Parametric continuity of stationary distributions

Cuong Le Van

Résumé

For 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.
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Dates et versions

halshs-00101157 , version 1 (26-09-2006)

Identifiants

Citer

Cuong Le Van, John Stachurski. Parametric continuity of stationary distributions. Economic Theory, 2007, 33 (2), pp.333-348. ⟨10.1007/s00199-006-0144-0⟩. ⟨halshs-00101157⟩
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