-cycle or irregular) defined by properties of the underlying eigenvalues. We logically extend the Beveridge-Nelson decomposition …

, and introduce a new rank test based on the eigenvalues of the matrix estimator. We discuss several applications where rank …

the product of the long term growth rates (that is the dominant roots or dominant eigenvalues) associated with each of …

-cycle or irregular) defined by properties of the underlying eigenvalues. We logically extend the Beveridge-Nelson decomposition …

eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to quantify the effect of the perturbation … caused by the spike eigenvalues. Baik and Silverstein (2006) [5] establishes the almost sure limits of the extreme sample … eigenvalues associated to the spike eigenvalues when the population and the sample sizes become large. In a recent work Bai and …

the Faddeev–Takhtajan eigenvalue problem. This problem is not self-adjoint and the eigenvalues may lie anywhere in the … complex plane, so it is of interest to determine conditions on the initial data that restrict where the eigenvalues can be. We … establish bounds on the eigenvalues for a broad class of zero-charge initial data that are applicable in the semiclassical or …

unstable eigenvalues. In a seminal paper, Blanchard and Kahn showed that, for linear models, in order to ensure a unique … solution, the number of discontinuous or “jump” variables must equal the number of unstable eigenvalues in the economy …. Assuming no zero eigenvalues, this also means that the number of predetermined variables, otherwise referred to as continuous …