マクロエコノメトリック・モデルの特定化と外挿特性
1982 年 12 巻 2 号 p. 171-178
詳細
1982 年 12 巻 2 号 p. 171-178
This paper attempts to make a comparison of the characteristics of time configurations of the dynamic solutions in the period of extrapolation of a Japanese quarterly macroeconometric model KOM for the case where the investment equations are replaced with drastically simplified forms in their specification. It was found that the specification change has brought about a remarkable change in the time configurations of solutions in the extrapolations.
