Advanced Search
MyIDEAS: Login

The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al

Contents:

Author Info

  • Arie ten Cate

    ()

Abstract

Characteristic roots, or eigenvalues, are a useful tool in the study of linear dynamic economic models. The relation between the roots and the model coefficients are expressed in the derivatives of the former with respect to the latter. In general, the roots are complex numbers. This note discusses the derivatives of both the modulus and the cycle time of the complex roots. An important reference on this subject is Kuh et al. (1985) [hereafter: KNH]. Below it is shown that KNH discusses these derivatives unsatisfactory. In the next two sections the model and the derivatives of the roots are given. Section 4 presents the formulas for the derivatives of the modulus and the cycle time of complex roots. The substance of the paper is section 5, with a critical comment on the discussion of these derivatives in KNH. The last section gives a short conclusion. �

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.cpb.nl/sites/default/files/publicaties/download/memo165.pdf
Download Restriction: no

Bibliographic Info

Paper provided by CPB Netherlands Bureau for Economic Policy Analysis in its series CPB Memorandum with number 165.

as in new window
Length:
Date of creation: Oct 2006
Date of revision:
Handle: RePEc:cpb:memodm:165

Contact details of provider:
Postal: Postbus 80510, 2508 GM Den Haag
Phone: (070) 338 33 80
Fax: (070) 338 33 50
Email:
Web page: http://www.cpb.nl/
More information through EDIRC

Related research

Keywords:

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:cpb:memodm:165. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.