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THE DIRECT ESTIMATION OF THE EQUILIBRIUM RESPONSE IN A LINEAR DYNAMIC-MODEL
被引:178
作者
:
BEWLEY, RA
论文数:
0
引用数:
0
h-index:
0
机构:
University of New South Wales, Kensington
BEWLEY, RA
机构
:
[1]
University of New South Wales, Kensington
来源
:
ECONOMICS LETTERS
|
1979年
/ 3卷
/ 04期
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.
引用
收藏
页码:357 / 361
页数:5
相关论文
共 6 条
[1]
FURTHER NOTE ON DYNAMIC MULTIPLIERS
BEWLEY, RA
论文数:
0
引用数:
0
h-index:
0
BEWLEY, RA
[J].
BULLETIN OF ECONOMIC RESEARCH,
1978,
30
(01)
: 54
-
55
[2]
THE COVARIANCE MATRICES OF REDUCED-FORM COEFFICIENTS AND OF FORECASTS FOR A STRUCTURAL ECONOMETRIC-MODEL
GOLDBERGER, AS
论文数:
0
引用数:
0
h-index:
0
GOLDBERGER, AS
NAGAR, AL
论文数:
0
引用数:
0
h-index:
0
NAGAR, AL
ODEH, HS
论文数:
0
引用数:
0
h-index:
0
ODEH, HS
[J].
ECONOMETRICA,
1961,
29
(04)
: 556
-
573
[3]
HUNT BF, 1977, 48 AUSTR NAT U WORK
[4]
MARKOWITZ H, 1959, 16 F RES EC MON
[5]
TOBIN J, 1967, RISK AVERSION PORTFO, P1
[6]
VALENTINE TJ, 1975, EC RECORD, P232
←
1
→
共 6 条
[1]
FURTHER NOTE ON DYNAMIC MULTIPLIERS
BEWLEY, RA
论文数:
0
引用数:
0
h-index:
0
BEWLEY, RA
[J].
BULLETIN OF ECONOMIC RESEARCH,
1978,
30
(01)
: 54
-
55
[2]
THE COVARIANCE MATRICES OF REDUCED-FORM COEFFICIENTS AND OF FORECASTS FOR A STRUCTURAL ECONOMETRIC-MODEL
GOLDBERGER, AS
论文数:
0
引用数:
0
h-index:
0
GOLDBERGER, AS
NAGAR, AL
论文数:
0
引用数:
0
h-index:
0
NAGAR, AL
ODEH, HS
论文数:
0
引用数:
0
h-index:
0
ODEH, HS
[J].
ECONOMETRICA,
1961,
29
(04)
: 556
-
573
[3]
HUNT BF, 1977, 48 AUSTR NAT U WORK
[4]
MARKOWITZ H, 1959, 16 F RES EC MON
[5]
TOBIN J, 1967, RISK AVERSION PORTFO, P1
[6]
VALENTINE TJ, 1975, EC RECORD, P232
←
1
→