Complex eigenvectors and ratios of variables
The author analyses ratios of elements of complex eigenvectors associated with the dynamic linear model \(y_ t=Dy_{t-1}+Ex_ t\). They are related to ratios of dynamic responses of the endogenous variables of the model. For illustrative purposes his findings are applied to the famous macro-economic multiplier-accelerator model of Samuelson.
scientific article; zbMATH DE number 4125180