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Christian-Albrechts-Universität Kiel (CAU) >
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Economics Working Papers, Department of Economics, CAU Kiel >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/66204
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Offick, Sven | | en_US |
| dc.contributor.author | | Wohltmann, Hans-Werner | | en_US |
| dc.date.accessioned | | 2012-11-05 | | en_US |
| dc.date.accessioned | | 2012-11-16T10:16:22Z | | - |
| dc.date.available | | 2012-11-16T10:16:22Z | | - |
| dc.date.issued | | 2012 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/66204 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Univ., Dep. of Economics Kiel | | en_US |
| dc.relation.ispartofseries | | Economics Working Paper, Christian-Albrechts-Universität Kiel, Department of Economics 2012-13 | | en_US |
| dc.subject.jel | | C32 | | en_US |
| dc.subject.jel | | E32 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Nonfundamentalness | | en_US |
| dc.subject.keyword | | Cyclotomic polynomial | | en_US |
| dc.subject.keyword | | Blaschke matrix | | en_US |
| dc.subject.stw | | Finanzpolitik | | en_US |
| dc.subject.stw | | Schock | | en_US |
| dc.subject.stw | | VAR-Modell | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | A terminological note on cyclotomic polynomials and Blaschke matrices | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 729166015 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| dc.identifier.repec | | RePEc:zbw:cauewp:201213 | | - |
| Appears in Collections: | | Economics Working Papers, Department of Economics, CAU Kiel
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