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MATHEMATICAL PRELIMINARIES l
INTR0DUCTI0N T0 DIFFERENCE EQUATI0NS
GENERAL THE0RY 0F LINEAR DIFFERENCE EQUATI0NS
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accelerator principle adjoint matrix assumed autocovariances autoregressive process behavior capital stock Casorati Chapter characteristic equation complex conjugates complex number constant coefficients cycles defined delay multipliers denote dependent determine difference equation y(t+2 distributed lag equation distributed lag model dynamical equilibrium dynamical equilibrium path eigenvalues eigenvectors endogenous variables equation 5.l equation having constant equilibrium value estimated evaluate Example exogenous expressed function fundamental system homogeneous difference equation homogeneous equation infinite number initial conditions y(0 inside the unit investment Klein's Model Koyck model lag polynomial lie inside linear combination linear difference equation linearly independent matrix modulus less moving average non-zero optimal control order linear difference oscillate partial autocorrelations particular solution period polynomial shift operator problem radians real numbers reduced form roots of equation scalar solution of equation Solve the difference stable Substituting symmetric matrix Theorem unit circle values of y(t written y(t+l y(t+n yn(t