Complex eigenvectors and ratios of variables (Q1262818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complex eigenvectors and ratios of variables |
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Complex eigenvectors and ratios of variables (English)
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1989
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The author analyses ratios of elements of complex eigenvectors associated with the dynamic linear model \(y_ t=Dy_{t-1}+Ex_ t\). They are related to ratios of dynamic responses of the endogenous variables of the model. For illustrative purposes his findings are applied to the famous macro-economic multiplier-accelerator model of Samuelson.
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complex eigenvectors
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dynamic linear model
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