With the assumption of a particular agent response function due to a variation of one ore more exogenous variables, we transform a macro-economic model in a distributed lag-model. The response function we consider is a gamma distribution function. In this way we can estimate the distributed lag-model coefficients with the estimation of the two charactristic gamma distribution function parameters.
A method to reduce the number of parameters to be estimated in a distribution lag-model
Mander, Dario
2018/2019
Abstract
With the assumption of a particular agent response function due to a variation of one ore more exogenous variables, we transform a macro-economic model in a distributed lag-model. The response function we consider is a gamma distribution function. In this way we can estimate the distributed lag-model coefficients with the estimation of the two charactristic gamma distribution function parameters.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/19501