Macroeconomic Models for Computer Simulation
Macroeconomic Models for Computer Simulation
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In our eReader you can find the full English version of the book. Read Macroeconomic Models for Computer Simulation Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book Macroeconomic Models for Computer Simulation
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Can we compute similar statistics for tMs equation? No, since the inplied value of k, 1. 10 is not consistent with the Koyck lag scheme. It may be possible to make sense of equation (5.^7), but it cannot be interpreted as an estimate of a geometric distributed lag functicn.
Distributed La^: General Analysis We shall begin this brief discussion of more corrplex lag schemes witn a second-order exarrple. Suppose that the quantity X in (5. 20) represents an observed data series, but that Y is not o...bservable. For instance, in an investment study, X mlgjit be sales and Y mi^t be decisions to purchase new capital goods. No data on Y is available, but it is desired to explain investment spending, Z. We assume that Z is observable and that it is related to Y according to - 107 - = [^y (5. 48) Z(t) = gjj;|b Y(t), vjhere L is the lag operator, as before, and m is a constant between zero and one. Ihe rrean lag of (5.^8) is clearly in/d-m). In the investment study, this would represent the mean lag betv;een decisions and deliveries.
What to read after Macroeconomic Models for Computer Simulation?
You can find similar books in the "Read Also" column, or choose other free books by Richard L Richard Lee Schmalensee to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
Can we compute similar statistics for tMs equation? No, since the inplied value of k, 1. 10 is not consistent with the Koyck lag scheme. It may be possible to make sense of equation (5.^7), but it cannot be interpreted as an estimate of a geometric distributed lag functicn.
Distributed La^: General Analysis We shall begin this brief discussion of more corrplex lag schemes witn a second-order exarrple. Suppose that the quantity X in (5. 20) represents an observed data series, but that Y is not o...bservable. For instance, in an investment study, X mlgjit be sales and Y mi^t be decisions to purchase new capital goods. No data on Y is available, but it is desired to explain investment spending, Z. We assume that Z is observable and that it is related to Y according to - 107 - = [^y (5. 48) Z(t) = gjj;|b Y(t), vjhere L is the lag operator, as before, and m is a constant between zero and one. Ihe rrean lag of (5.^8) is clearly in/d-m). In the investment study, this would represent the mean lag betv;een decisions and deliveries.
What to read after Macroeconomic Models for Computer Simulation?
You can find similar books in the "Read Also" column, or choose other free books by Richard L Richard Lee Schmalensee to read onlineMoreLess
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