Search Results - subject:"Cyclotomic polynomial"

A terminological note on cyclotomic polynomials and Blaschke matrices

Offick, Sven; Wohltmann, Hans-Werner - 2012

autoregressive model. The authors maintain that (i) the lag polynomial associated with news shocks is a cyclotomic polynomial and (ii …

Persistent link: https://www.econbiz.de/10010310729

A terminological note on cyclotomic polynomials and Blaschke matrices

Offick, Sven; Wohltmann, Hans-Werner - Institut für Volkswirtschaftslehre, … - 2012

autoregressive model. The authors maintain that (i) the lag polynomial associated with news shocks is a cyclotomic polynomial and (ii …

Persistent link: https://www.econbiz.de/10010954811

News shocks, nonfundamentalness and volatility

Offick, Sven; Wohltmann, Hans-Werner - In: Economics Letters 119 (2013) 1, pp. 17-19

Rational expectations models with news shocks may generate moving average representation that are nonfundamental. The nonfundamentalness typically arises from the lag polynomial associated with news shocks. This paper provides an exact solution formula for this special type of polynomial and...

Persistent link: https://www.econbiz.de/10010662388