Complex eigenvectors and ratios of variables
type: Item
instance of: scholarly article
title: Complex eigenvectors and ratios of variables
zbMATH Open document ID: 0686.90014
DOI: 10.1016/0895-7177(89)90137-4
published in: Mathematical and Computer Modelling
publication date: 1989-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 4125180
zbMATH Keywords: complex eigenvectors
zbMATH Keywords: dynamic linear model
author: Lambert Schoonbeek
reviewed by: Emil Panek
MaRDI profile type: Publication
full work available at URL: 0895-7177(89)90137-4
OpenAlex ID: W2122992606
cites work: Q3790517
cites work: Q5523899
cites work: Q3916327
description: scientific article; zbMATH DE number 4125180