Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix
Carlo Bianchi (),
Giorgio Calzolari and
MPRA Paper from University Library of Munich, Germany
For some structural econometric models, the contribution of the off-diagonal blocks of the coefficients covariance matrix to the asymptotic standard errors of multipliers and forecasts is empirically evaluated.
Keywords: Econometric models; impact multipliers; forecast errors; asymptotic standard errors; structural form; reduced form; coefficients covariance matrix (search for similar items in EconPapers)
JEL-codes: C53 C30 (search for similar items in EconPapers)
Date: 1981, Revised 1981
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4) Track citations by RSS feed
Published in Dynamic Modelling and Control of National Economies (IFAC) Ed. by J. M. L. Janssen, L. F. Pau, and A. J. Straszak. Oxford: Pergamon Press (1981): pp. 311-316
Downloads: (external link)
https://mpra.ub.uni-muenchen.de/22678/1/MPRA_paper_22678.pdf original version (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22678
Access Statistics for this paper
More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().