Buch, Englisch, Band 182, 156 Seiten, Format (B × H): 170 mm x 244 mm, Gewicht: 302 g
Buch, Englisch, Band 182, 156 Seiten, Format (B × H): 170 mm x 244 mm, Gewicht: 302 g
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-540-10240-3
Verlag: Springer Berlin Heidelberg
Springer Book Archives
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.
