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    • A, B, C's (and D)'s for Understanding VARs 

      Fernandez-Villaverde, Jesus; Rubio-Ramirez, Juan F; Sargent, Thomas J (2005)
      The dynamics of a linear (or linearized) dynamic stochastic economic model can be expressed in terms of matrices (A,B,C,D) that define a state space system. An associated state space system (A,K,C,Sigma) determines a vector ...