The direct estimation of the equilibrium response in a linear dynamic model
Tóm tắt
Từ khóa
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