THE DIRECT ESTIMATION OF THE EQUILIBRIUM RESPONSE IN A LINEAR DYNAMIC-MODEL

被引:178
作者
BEWLEY, RA
机构
[1] University of New South Wales, Kensington
关键词
D O I
10.1016/0165-1765(79)90011-9
中图分类号
F [经济];
学科分类号
02 ;
摘要
It is shown that any linear dynamic model can be written in a form which enables the equilibrium multipliers to be estimated directly. Furthermore, these estimates are directly equivalent to those derived from the unrestricted reduced form. © 1979.
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页码:357 / 361
页数:5
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