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

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.

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Year of publication:	2009
Authors:	Stryjewski, Tomasz ; Blazejowski, Marcin
Published in:	Acta Universitatis Nicolai Copernici, Ekonomia. - Uniwersytet Mikolaja Kopernika. - Vol. 40.2009, p. 227-238
Publisher:	Uniwersytet Mikolaja Kopernika
Subject:	multiplier analysis \| value of impulse (disturbance) \| DFFITS \| Monte Carlo

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010610846