英文标题：
《Explicit solutions to a vector time series model and its induced model
for business cycles》
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作者：
Xiongzhi Chen
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最新提交年份：
2015
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英文摘要：
This article gives the explicit solution to a general vector time series model that describes interacting, heterogeneous agents that operate under uncertainties but according to Keynesian principles, from which a model for business cycle is induced by a weighted average of the growth rates of the agents in the model. The explicit solution enables a direct simulation of the time series defined by the model and better understanding of the joint behavior of the growth rates. In addition, the induced model for business cycles and its solutions are explicitly given and analyzed. The explicit solutions provide a better understanding of the mathematics of these models and the econometric properties they try to incorporate.
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中文摘要：
本文给出了一个通用向量时间序列模型的显式解，该模型描述了在不确定性条件下但根据凯恩斯原理运行的相互作用的异构代理，从中可以通过模型中代理的增长率的加权平均来建立一个商业周期模型。显式解可以直接模拟模型定义的时间序列，更好地理解增长率的联合行为。此外，还明确给出并分析了商业周期的诱导模型及其求解方法。显式解提供了对这些模型的数学以及它们试图结合的计量经济学性质的更好理解。
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分类信息：

一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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