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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.
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.
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