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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Economics Working Paper ; No. 2012-13
- Klassifikation
-
Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Business Fluctuations; Cycles
- Thema
-
Nonfundamentalness
Cyclotomic polynomial
Blaschke matrix
Finanzpolitik
Schock
VAR-Modell
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Offick, Sven
Wohltmann, Hans-Werner
- Ereignis
-
Veröffentlichung
- (wer)
-
Kiel University, Department of Economics
- (wo)
-
Kiel
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Offick, Sven
- Wohltmann, Hans-Werner
- Kiel University, Department of Economics
Entstanden
- 2012
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