Di Pietro, Christian; Pietroluongo, Mariafortuna; … - In: Economies : open access journal 11 (2023) 4, pp. 1-10
We investigate pairwise stochastic comparisons of stationary solutions to the linear recurrence 𝑋𝑡+1=𝐴𝑡𝑋𝑡+𝐵𝑡 , where 𝐴𝑡 and 𝐵𝑡 are non-negative random variables. We establish novel order-preserving properties, which enable us to obtain comparison theorems...