@techreport{Offick2012terminological,
abstract = {In a recent paper, Mertens and Ravn (2010) study the effects of anticipated fiscal policy shocks in a structural vector autoregressive model. The authors maintain that (i) the lag polynomial associated with news shocks is a cyclotomic polynomial and (ii) the matrix B(L) which transforms a nonfundamental MA representation into a fundamental one is a Blaschke matrix. Though the results in Mertens and Ravn (2010) are correct, we find that the terms 'cyclotomic' and 'Blaschke matrix' are misused.},
address = {Kiel},
author = {Sven Offick and Hans-Werner Wohltmann},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C32; E32; 330; Nonfundamentalness; Cyclotomic polynomial; Blaschke matrix; Finanzpolitik; Schock; VAR-Modell; Theorie},
language = {eng},
number = {2012-13},
publisher = {Univ., Dep. of Economics},
title = {A terminological note on cyclotomic polynomials and Blaschke matrices},
type = {Economics Working Paper, Christian-Albrechts-Universit\"{a}t Kiel, Department of Economics},
url = {http://hdl.handle.net/10419/66204},
year = {2012}
}
