| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP265 |
| DP265 Error Correction Models, Co-integration and the Internal Model Principle | |
| Mark Salmon | |
| 发表日期 | 1988-09-01 |
| 出版年 | 1988 |
| 语种 | 英语 |
| 摘要 | The paper considers the conditions under which a system of dynamic equations will be consistent with some prespecified multivariate equilibrium specification. Connections are also drawn between what is known as 'the internal model principle' in the design of robust linear feedback rules and recent developments in the analysis of multivariate error correction models and the theory of co-integration. This approach not only clarifies and generalizes our understanding of error correction systems, but also suggests a relatively simple method for determining whether a given dynamic system satisfies the conditions for representation as an error correction specification. |
| 关键词 | Co integration Dynamic models Error-correction models Feedback rules Specification |
| URL | https://cepr.org/publications/dp265 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/529423 |
| 推荐引用方式 GB/T 7714 | Mark Salmon. DP265 Error Correction Models, Co-integration and the Internal Model Principle. 1988. |
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