Language selection

Search


The dynamic behaviour of Canadian imports and the linear-quadratic model : evidence based on the Euler equation / by Robert A. Amano and Tony S. Wirjanto.FB3-2/94-6E

We examine the ability of the simple linear-quadratic model under rational expectations to explain dynamic behaviour of aggregate Canadian imports. In contrast to authors of previous studies who examine dynamic behaviour using the LQ model, we estimate the structural parameters using the Euler equation in a limited information framework that does not require an explicit solution for the model's control variables in terms of the exogenous forcing variables.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.611274&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleThe dynamic behaviour of Canadian imports and the linear-quadratic model : evidence based on the Euler equation / by Robert A. Amano and Tony S. Wirjanto.
Series title
  • Working paper 1192-5434 94-6
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[English]
Note(s)
  • "We examine the ability of the simple linear-quadratic model under rational expectations to explain dynamic behaviour of aggregate Canadian imports. In contrast to authors of previous studies who examine dynamic behaviour using the LQ model, we estimate the structural parameters using the Euler equation in a limited information framework that does not require an explicit solution for the model's control variables in terms of the exogenous forcing variables."--Abstract.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 1994.
BindingSoftcover
Description26p. : references, tables ; 28 cm.
ISBN0-662-22226-1
ISSN1192-5434
Catalogue number
  • FB3-2/94-6E
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details