J. Wolters

Stochastic Dynamic Properties of Linear Econometric Models

• Broschiertes Buch

Produktdetails

• Lecture Notes in Economics and Mathematical Systems 182
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-10240-3
• 1980.
• Seitenzahl: 168
• Erscheinungstermin: 1. September 1980
• Englisch
• Abmessung: 244mm x 170mm x 10mm
• Gewicht: 301g
• ISBN-13: 9783540102403
• ISBN-10: 354010240X
• Artikelnr.: 24981625

Inhaltsangabe

I: The Linear Dynamic Econometric Model.- 1. Introduction.- 2. Structural, Reduced and Final Form.- 3. Solutions of the Model.- II: Spectral Representation of the Linear Dynamic Model with Constant Coefficients.- 1. Derivation of the Spectral Matrix.- 2. Numerical Approaches.- 3. An Example: Effects of Residuals.- 4. Spectral Matrix in Unstable Models.- III: Spectral Representation of a Linear Dynamic Econometric Model with Stochastic Coefficients.- 1. Methodological Approach.- 2. Effects of Alternative Estimation Methods on the Dynamic Properties of an Aggregated Demand Model of the FRG.- 3. Empirical Spectral Analysis.- IV: Effects of Exogenous Variables on the Cyclic Properties of an Econometric Model.- 1. Introduction.- 2. Dynamic Properties of an Aggregated Model of the FRG.- 3. Stabilization Policies.- V: Summary.- Appendix A.- Appendix B.- References.