On some properties of composite distributed lag models

• Autorzy: Jan GADOMSKI
• Języki publikacji: EN

Abstrakty

EN

The analysis presented in this paper is focused on basic properties of discrete distributed lag models. Such models are commonly used to model dynamic systems in various applications. In the presented considerations, time-varying distributed lags have been analyzed. Composite distributed lag models analyzed in this paper result from the summation or superposition of component distributed lag models. The analysis is restricted to models with a lag distribution, whose mean lag and variance exist. The paper presents relationships between the mean values and variances of the lag distributions of composite distributed lag models and of the component distributed lag models, as well as the relationships between the variance of the random term of composite distributed lag models and the variance of the random term of the component distributed lag models.

Słowa kluczowe

EN

economic modeling; distributed lags; lag distributions

• Wydawca: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Operations Research and Decisions
• Rocznik: 2013
• Tom: 23
• Numer: 3
• Strony: 5-22

Twórcy

autor

Jan GADOMSKI

• Systems Research Institute of the Polish Academy of Sciences, ul. Newelska 6, 01-447 Warsaw, Poland,

Bibliografia

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Identyfikatory

DOI

10.5277/ord130301