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Parametric Continuity of Stationary Distributions

Le Van, Cuong; Stachurski, John


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.

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: Economic Theory
DOI: 10.1007/s00199-006-0144-0


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