Analysis and Control of Dynamic Economic SystemsANALYSIS OF DYNAMIC ECONOMIC SYSTEMS; CONTROL OF DYNAMIC ECONOMIC SYSTEMS. |
Contents
CHAPTER | 3 |
ANALYSIS OF LINEAR DETERMINISTIC SYSTEMS | 19 |
TIME DOMAIN 38 | 40 |
Copyright | |
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absolute value analysis applied approximation assumed assumption autocovariance function calculations canonical variables Chapter coefficients combination compared complex components compute consider constant consumption control equation corresponding covariance matrix cross-spectral density cycles defined denoted dependent derived determined deterministic deviations distribution disturbances dynamic economic effects elements endogenous equal estimate evaluate example exogenous variables expected expenditures explain first-order frequency given identity important income increases interest investment lagged linear linear system loss matrix mean measured method minimize multiplier nonlinear normal Note observations obtained optimal control parameters path period positive probability problem properties random regression residuals respect result roots sample satisfies simple solution solving specified spectral density spectral density function squared static statistical stochastic difference equations theory tions units values variance vector weighted y₁