Economic Models - Convex Optimization

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15. IM t =−24.04 − 0.025IM t−1 (−0.82) + 1.123T (0.27) 16. CFB t = ∑ t r=−20 FB r (−0.86) + 0.104Y t (1.59) Time Varying Responses 65 − 0.089Y t−1 − 0.654IMC t (9.21) (−1.26) R 2 = 0.96, R2 = 0.92, DW = 2.52, ρ =−0.62 (−1.72) λ 2 = 563.09 The estimated Chi-square satisfies the goodness of fit test for the FIML estimation. Notations A = Domestic absorption AF = Foreign receipts (grants etc.) BD = Government budget deficits CD = Credit to deposit ratio in the commercial banking sector CFB = Cumulative foreign borrowing, i.e., foreign debt over a period of 20 years CT = Discount rate of the RBI FB = Foreign borrowing G = Government expenditure GBS = Government bond sales IM = Value of imports IMC = Import price index (1990 = 100) IR = Interest rate in the money-market K = Foreign capital inflows LR = Lending (minus repayments to the states) MD = Money demand MS = Money supply NDA = Net domestic asset creation by the RBI P = Consumers’ price index (1990 = 100) PFT = Private foreign transactions PF = Foreign payments R = Changes in foreign exchange reserve RR = Reserve to deposit ratio in the commercial banking sector TY = Government tax revenue T = Time trend
66 Dipak R. Basu and Alexis Lazaridis WPM = World price index of India’s imports (1990 = 100) WIR = World interest rate, average of European and US money market rate EXR = Exchange rate (Rs/US$) X = Value of exports Y = GNP at constant 1990 prices
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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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4 Olav Bjerkholt Among these was al
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6 Olav Bjerkholt method, searching
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8 Olav Bjerkholt context, but one o
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10 Olav Bjerkholt be modified in th
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12 Olav Bjerkholt through a number
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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
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Page 57 and 58: 34 Alexis Lazaridis Nevertheless, t
Page 59 and 60: 36 Alexis Lazaridis Table 2. Residu
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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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116 Chirstophe Deissenberg and Pave
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118 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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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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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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