The direct estimation of the equilibrium response in a linear dynamic model

Economics Letters - Tập 3 Số 4 - Trang 357-361 - 1979
Ronald Bewley1
1University of New South Wales, Kensington, NSW 2033, Australia

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Tài liệu tham khảo

Bewley, 1978, A further note on dynamic multipliers, Bulletin of Economic Research, 30, 54, 10.1111/j.1467-8586.1978.tb00424.x

Goldberger, 1961, The covariance structure of reduced-form coefficients and of forecasts for a structural econometric model, Econometrica, 29, 556, 10.2307/1911804

Hunt, 1977, Generalised adjustment of asset equations

Markowitz, 1959, Portfolio selection efficient diversification of investments

Tobin, 1967, Liquidity preference as behaviour towards risk, 1

Valentine, 1975, Adjustments in employment, overtime and inventory investment in the Australian economy, Economic Record, 232, 10.1111/j.1475-4932.1975.tb00241.x