Determination of optimal value of disturbance in multiplier analysis – monte cartlo simulations

Tomasz Stryjewski and Marcin Blazejowski
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Tomasz Stryjewski: Wyzsza Szkola Informatyki i Ekonomii TWP w Olsztynie
Marcin Blazejowski: Wyzsza Szkola Bankowa w Toruniu

Acta Universitatis Nicolai Copernici, Ekonomia, 2009, vol. 40, 227-238

Abstract: In paper we asses several methods of calculating the value of impulse (disturbance) and goodness of empirical model in multiplier analysis. We investigate influence of impulse value for stability of model coefficients. We use Monte Carlo simulation approach.

Keywords: multiplier analysis; value of impulse (disturbance); DFFITS; Monte Carlo (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:cpn:umkanc:2009:p:227-238

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