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| Title: | | A terminological note on cyclotomic polynomials and Blaschke matrices  |
| Authors: | | Offick, Sven Wohltmann, Hans-Werner |
| Issue Date: | | 2012 |
| Series/Report no.: | | Economics Working Paper, Christian-Albrechts-Universität Kiel, Department of Economics 2012-13 |
| 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. |
| Subjects: | | Nonfundamentalness Cyclotomic polynomial Blaschke matrix |
| JEL: | | C32 E32 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Economics Working Papers, Department of Economics, CAU Kiel
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