G2TT
来源类型Discussion paper
规范类型论文
来源IDDP265
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
URLhttps://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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