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Determination of optimal value of disturbance in multiplier analysis – monte cartlo simulations


  • Tomasz Stryjewski

    (Wyzsza Szkola Informatyki i Ekonomii TWP w Olsztynie)

  • Marcin Blazejowski

    (Wyzsza Szkola Bankowa w Toruniu)


In paper we asses several methods of calculating the value of impulse (disturbance) and goodness of empirical model in multiplier analysis. We investigate influence of impulse value for stability of model coefficients. We use Monte Carlo simulation approach.

Suggested Citation

  • Tomasz Stryjewski & Marcin Blazejowski, 2009. "Determination of optimal value of disturbance in multiplier analysis – monte cartlo simulations," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, vol. 40, pages 227-238.
  • Handle: RePEc:cpn:umkanc:2009:p:227-238

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