On the Eigenvectors of Macro-Economic Models

Lambert Shoonbeek

Annals of Economics and Statistics, 1987, issue 6-7, 335-345

Abstract: In this study we examine the eigenvectors pertaining to linear economic models. In particular, we propose a procedure to investigate whether it is possible to describe the vector consisting of the endogenous variables of a given model well in terms of a small number of eigenvectors. Next, we discuss an approach to analyze the sensitivity of those eigenvectors with respect to the model coefficients. Our procedures are illustrated by an application to an empirical model.

Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1987:i:6-7:p:335-345

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