Economic Models - Convex Optimization

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Time Varying Responses 55 The estimated value of Q m is 3.85, where the null hypothesis is rejected at 0.05 significance level. So, we accept the alternative hypothesis that if ρ
56 Dipak R. Basu and Alexis Lazaridis Table 4. Response-multiplier period 3. Endogenous Y GBS P BD CD MS IR EXR −0.02199 −0.00069 0.05269 0.00133 −0.00042 −0.00573 −0.00062 G 0.03001 0.00499 0.16536 0.02924 0.05923 0.04217 0.00570 TY −0.02470 −0.01149 −0.16281 0.02472 −0.07031 −0.06325 −0.02220 CI 0.00215 0.04676 −0.00252 −0.00399 −0.00465 −0.00671 0.06228 Table 5. Response-multiplier period 5. Endogenous Y GBS P BD CD MS IR EXR −0.02133 −0.00088 0.05190 0.00152 −0.00201 −0.00595 −0.00089 G 0.02058 0.00558 0.18078 0.01160 0.50890 0.07248 0.00530 TY −0.01676 −0.00410 −0.16655 0.00695 −0.55026 −0.07779 −0.01013 CI 0.00268 0.04465 −0.00267 −0.00403 −0.01967 −0.00726 0.05953 Table 6. Response-multiplier period 7. Endogenous Y GBS P BD CD MS IR EXR −0.02067 −0.00116 0.04987 0.00135 −0.00104 −0.00558 −0.00129 G 0.00733 0.01033 0.16455 0.00048 0.57357 0.10760 0.01206 TY −0.00402 −0.00345 −0.14832 −0.01434 −0.58067 −0.10904 −0.00869 CI 0.00200 0.04174 −0.00236 −0.00293 −0.02186 −0.00551 0.05566 Table 7. Response of output to monetary and fiscal policies. Periods 1 2 3 5 7 dY/dCI −0.00226 −0.00273 −0.00215 −0.00268 −0.00200 dY/dEXR −0.02254 −0.02209 −0.02188 −0.02133 −0.02067 dP/dG 0.14849 0.15603 0.16536 0.18078 0.16455 dY/dG 0.03572 0.03203 0.03001 0.02058 0.00733 dP/dTY −0.15549 −0.15688 −0.16281 −0.16655 −0.14832 dY/dTY −0.03590 −0.02691 −0.02470 −0.01676 −0.00402 dGBS/dG 0.00403 0.00568 0.00499 0.00558 0.01033
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ECONOMIC MODELS Methods, Theory and
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ECONOMIC MODELS Methods, Theory and
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This Volume is Dedicated to the Mem
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Contents Tom Oskar Martin Kronsjo:
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Tom Oskar Martin Kronsjo: A Profile
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Tom Oskar Martin Kronsjo students t
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About the Editor Prof. Dipak Basu i
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Contributors Athanasios Athanasenas
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Contributors Victoria Miroshnik, is
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xx Introduction type of model is ve
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Page 27 and 28: 4 Olav Bjerkholt Among these was al
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Page 41 and 42: 18 Olav Bjerkholt References Arrow,
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Page 47 and 48: 24 Alexis Lazaridis A straightforwa
Page 49 and 50: 26 Alexis Lazaridis where ⎛ ⎞ j
Page 51 and 52: 28 Alexis Lazaridis Estimating the
Page 53 and 54: 30 Alexis Lazaridis 5.1. Testing fo
Page 55 and 56: 32 Alexis Lazaridis by applying the
Page 57 and 58: 34 Alexis Lazaridis Nevertheless, t
Page 59 and 60: 36 Alexis Lazaridis Table 2. Residu
Page 61 and 62: 38 Alexis Lazaridis Table 3. Critic
Page 63 and 64: 40 Alexis Lazaridis Figure 4. The s
Page 65 and 66: 42 Alexis Lazaridis Perron, P and T
Page 67 and 68: 44 Dipak R. Basu and Alexis Lazarid
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Page 93 and 94: 70 Andrew Hughes Hallet have, there
Page 95 and 96: 72 Andrew Hughes Hallet other. The
Page 97 and 98: 74 Andrew Hughes Hallet success in
Page 99 and 100: 76 Andrew Hughes Hallet with a hori
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Page 103 and 104: 80 Andrew Hughes Hallet Table 2. Fi
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Page 107 and 108: 84 Andrew Hughes Hallet Given this
Page 109 and 110: 86 Andrew Hughes Hallet 5.4. Instit
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Page 117 and 118: 94 Andrew Hughes Hallet Table 3. Ex
Page 119 and 120: 96 Andrew Hughes Hallet restraint m
Page 121 and 122: 98 Andrew Hughes Hallet HM Treasury
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106 Chirstophe Deissenberg and Pave
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122 Nikitas Spiros Koutsoukis 2. Mo
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124 Nikitas Spiros Koutsoukis GRAI
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126 Nikitas Spiros Koutsoukis (3) U
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128 Nikitas Spiros Koutsoukis The m
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130 Nikitas Spiros Koutsoukis lower
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132 Nikitas Spiros Koutsoukis Some
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134 Nikitas Spiros Koutsoukis We be
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138 Victoria Miroshnik 2. Corporate
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140 Victoria Miroshnik Japanese NC
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142 Victoria Miroshnik process shou
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144 Victoria Miroshnik National cul
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146 Victoria Miroshnik A1 A2 A3 D1
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148 Victoria Miroshnik Fujino, T (1
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152 Anna-Maria Mouza of salaries of
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154 Anna-Maria Mouza Table 2. final
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156 Anna-Maria Mouza Table 4. Worki
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158 Anna-Maria Mouza 3.2.2. Personn
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160 Anna-Maria Mouza where X 43 , a
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162 Anna-Maria Mouza Thus, the tota
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164 Anna-Maria Mouza 6. Some Altern
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166 Anna-Maria Mouza increase for e
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168 Anna-Maria Mouza The solution o
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174 Fabrizio Iacone and Renzo Orsi
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202 Athanasios Athanasenas 2. The C
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204 Athanasios Athanasenas to asset
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206 Athanasios Athanasenas I end up
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208 Athanasios Athanasenas consider
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210 Athanasios Athanasenas Table 1.
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212 Athanasios Athanasenas vector:
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214 Athanasios Athanasenas in relev
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216 Athanasios Athanasenas The esti
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218 Athanasios Athanasenas and ⎡
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220 Athanasios Athanasenas run, cre
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222 Athanasios Athanasenas Lown, C
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224 Index fiscal expansions, 91, 92
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Economic Models - Convex Optimization

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