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dc.contributor.authorOffick, Svenen
dc.contributor.authorWohltmann, Hans-Werneren
dc.date.accessioned2012-11-05-
dc.date.accessioned2012-11-16T10:16:22Z-
dc.date.available2012-11-16T10:16:22Z-
dc.date.issued2012-
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
dc.language.isoengen
dc.publisher|aKiel University, Department of Economics |cKielen
dc.relation.ispartofseries|aEconomics Working Paper |x2012-13en
dc.subject.jelC32en
dc.subject.jelE32en
dc.subject.ddc330en
dc.subject.keywordNonfundamentalnessen
dc.subject.keywordCyclotomic polynomialen
dc.subject.keywordBlaschke matrixen
dc.subject.stwFinanzpolitiken
dc.subject.stwSchocken
dc.subject.stwVAR-Modellen
dc.subject.stwTheorieen
dc.titleA terminological note on cyclotomic polynomials and Blaschke matrices-
dc.typeWorking Paperen
dc.identifier.ppn729166015en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cauewp:201213en

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