Arbeitspapier
A terminological note on cyclotomic polynomials and Blaschke matrices
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.
- Language
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Englisch
- Bibliographic citation
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Series: Economics Working Paper ; No. 2012-13
- Classification
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Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Business Fluctuations; Cycles
- Subject
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Nonfundamentalness
Cyclotomic polynomial
Blaschke matrix
Finanzpolitik
Schock
VAR-Modell
Theorie
- Event
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Geistige Schöpfung
- (who)
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Offick, Sven
Wohltmann, Hans-Werner
- Event
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Veröffentlichung
- (who)
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Kiel University, Department of Economics
- (where)
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Kiel
- (when)
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2012
- Handle
- Last update
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10.03.2025, 11:45 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Offick, Sven
- Wohltmann, Hans-Werner
- Kiel University, Department of Economics
Time of origin
- 2012
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