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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Offick, Sven | en |
dc.contributor.author | Wohltmann, Hans-Werner | en |
dc.date.accessioned | 2012-11-05 | - |
dc.date.accessioned | 2012-11-16T10:16:22Z | - |
dc.date.available | 2012-11-16T10:16:22Z | - |
dc.date.issued | 2012 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aKiel University, Department of Economics |cKiel | en |
dc.relation.ispartofseries | |aEconomics Working Paper |x2012-13 | en |
dc.subject.jel | C32 | en |
dc.subject.jel | E32 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Nonfundamentalness | en |
dc.subject.keyword | Cyclotomic polynomial | en |
dc.subject.keyword | Blaschke matrix | en |
dc.subject.stw | Finanzpolitik | en |
dc.subject.stw | Schock | en |
dc.subject.stw | VAR-Modell | en |
dc.subject.stw | Theorie | en |
dc.title | A terminological note on cyclotomic polynomials and Blaschke matrices | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 729166015 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:cauewp:201213 | en |
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