Implied continuous time lag distributions: further evidence for the UK

Ben Nowman, K. (2000) Implied continuous time lag distributions: further evidence for the UK. Applied Economics Letters, 7 (6). pp. 415-418. ISSN 1350-4851. (doi:10.1080/135048500351384) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:16124)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL: http://dx.doi.org/10.1080/135048500351384

Abstract

This paper presents implied continuous time lag distributions of the main UK economic variables obtained from recent estimates by Nowman of the Bergstrom, Nowman and Wymer continuous time dynamic macroeconometric model of the UK economy. The lag distributions provide further evidence of the richer dynamic specification allowed for in second-order continuous time macroeconomic models.

Item Type:	Article
DOI/Identification number:	10.1080/135048500351384
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Divisions > Division of Human and Social Sciences > School of Economics
Depositing User:	P. Ogbuji
Date Deposited:	15 Apr 2009 15:06 UTC
Last Modified:	05 Nov 2024 09:50 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/16124 (The current URI for this page, for reference purposes)

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