Object structure

Title:

On Some Properties of the Complex Distributed Lag Models

Subtitle:

Raport Badawczy = Research Report ; RB/27/2012

Creator:

Gadomski, Jan. Autor

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2012

Description:

16 pages ; 21 cm ; Bibliography p. 15-16

Subject and Keywords:

Model matematyczny ; Ekonomia - modele matematyczne ; Model rozłożonego opóźnienia ; Economic lag - mathematical models ; Econometric modeling ; Ekonomia

Abstract:

Analyzis presented in the paper is focused on the basic properties of the discrete distributed lag models. Such models are commonly used in modeling dynamic systems in different applications. In the presented considerations the time-varying distributed lags are analyzed. Complex distributed lag models analyzed in this paper are those, which are a result of summing or superposition of component distributed lag models. Analysis is restricted to models having lag distribution and mean value of those lag distributions. Paper presents relations between the mean values and variances of the lag distributions of the complex distributed lag models and of the component distributed lag models. Paper presents also relations between variance of the random term of the complex distributed lag models and the variance of random variable of the component distributed lag models.

Relation:

Raport Badawczy = Research Report

Resource Type:

Report

Source:

RB-2012-27

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.


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https://www.ibspan.waw.pl/~alex/OZwRCIN/WA777_114430_RB-2012-27_On%20Some%20Properties%20of%20the%20Complex%20Distributed%20Lag%20Models_content.pdf
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