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dc.contributor.authorOffick, Svenen_US
dc.contributor.authorWohltmann, Hans-Werneren_US
dc.date.accessioned2012-11-05en_US
dc.date.accessioned2012-11-16T10:16:22Z-
dc.date.available2012-11-16T10:16:22Z-
dc.date.issued2012en_US
dc.identifier.urihttp://hdl.handle.net/10419/66204-
dc.description.abstractIn 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.en_US
dc.language.isoengen_US
dc.publisherUniv., Dep. of Economics Kielen_US
dc.relation.ispartofseriesEconomics Working Paper, Christian-Albrechts-Universität Kiel, Department of Economics 2012-13en_US
dc.subject.jelC32en_US
dc.subject.jelE32en_US
dc.subject.ddc330en_US
dc.subject.keywordNonfundamentalnessen_US
dc.subject.keywordCyclotomic polynomialen_US
dc.subject.keywordBlaschke matrixen_US
dc.subject.stwFinanzpolitiken_US
dc.subject.stwSchocken_US
dc.subject.stwVAR-Modellen_US
dc.subject.stwTheorieen_US
dc.titleA terminological note on cyclotomic polynomials and Blaschke matricesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn729166015en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:cauewp:201213-
Appears in Collections:Economics Working Papers, Department of Economics, CAU Kiel

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