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Title:A terminological note on cyclotomic polynomials and Blaschke matrices PDF Logo
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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