Publication | Closed Access
Continuous-Time Regulation of a Class of Econometric Models
59
Citations
6
References
1975
Year
Mathematical ProgrammingContinuous-time RegulationEngineeringOptimal Economic PolicyMultiplier-accelerator ModelOperations ResearchComputational EconomicsEconomic AnalysisSystems EngineeringMathematical EconomicsEconomicsEconometric MethodContinuous-time Linear AnalogFinanceDynamic Economic ModelEconometric ModelBusinessEconometricsDynamic ProgrammingRegulationMicroeconomicsDynamic Optimization
An algorithm for finding a continuous-time linear analog to a discrete-time linear system is derived. It is employed in the selection of optimal economic policy, and an example using Samuelson's multiplier-accelerator model is described.
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