Temat: lags - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Deterministic properties of serially connected distributed lag models
Autorzy:: Nowak, P.
Gadomski, J.
Powiązania:: https://bibliotekanauki.pl/articles/406350.pdf
Data publikacji:: 2013
Wydawca:: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:: distributed lags
limit properties
characteristics of distributed lags
Opis:: Distributed lag models are an important tool in modeling dynamic systems in economics. In the analysis of composite forms of such models, the component models are ordered in parallel (with the same independent variable) and/or in series (where the independent variable is also the dependent variable in the preceding model). This paper presents an analysis of certain deterministic properties of composite distributed lag models composed of component distributed lag models arranged in sequence, and their asymptotic properties in particular. The models considered are in discrete form. Even though the paper focuses on deterministic properties of distributed lag models, the derivations are based on analytical tools commonly used in probability theory such as probability distributions and the central limit theorem.
Źródło:: Operations Research and Decisions; 2013, 23, 3; 43-55
2081-8858
2391-6060
Pojawia się w:: Operations Research and Decisions
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On some properties of composite distributed lag models
Autorzy:: Gadomski, J.
Powiązania:: https://bibliotekanauki.pl/articles/406631.pdf
Data publikacji:: 2013
Wydawca:: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:: economic modeling
distributed lags
lag distributions
Opis:: The analysis presented in this paper is focused on basic properties of discrete distributed lag models. Such models are commonly used to model dynamic systems in various applications. In the presented considerations, time-varying distributed lags have been analyzed. Composite distributed lag models analyzed in this paper result from the summation or superposition of component distributed lag models. The analysis is restricted to models with a lag distribution, whose mean lag and variance exist. The paper presents relationships between the mean values and variances of the lag distributions of composite distributed lag models and of the component distributed lag models, as well as the relationships between the variance of the random term of composite distributed lag models and the variance of the random term of the component distributed lag models.
Źródło:: Operations Research and Decisions; 2013, 23, 3; 5-22
2081-8858
2391-6060
Pojawia się w:: Operations Research and Decisions
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Dynamics of loans in the Polish banking system
Autorzy:: Gadomski, J.
Powiązania:: https://bibliotekanauki.pl/articles/969683.pdf
Data publikacji:: 2009
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: economic modeling
dynamics of loans
distributed lags
Opis:: At the macro level, the time-series of the amounts of loans granted (a flow) and repaid (a flow) to the banking system in each period are not available. The information on these flows is important in many analyses, such as the impact of the bank lending on investment outlays. However, one can get the information concerning the structure of loans (a stock variable) regarding their duration. In each period, the loans are granted for different periods: from overnight ones to those lasting several years. The effective preferences of the credit takers are reflected in the term distribution of the outstanding loans. In order to estimate these flows, a model aimed at linking the above-mentioned preferences, the levels of loans and flows has been developed. In the approach proposed, the amount of loans outstanding is a resultant of the rate of the new loans and their duration, which in turn is the result of the term preferences. The evaluation of the flow of loans granted in the Polish banking sector is presented.
Źródło:: Control and Cybernetics; 2009, 38, 3; 893-911
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

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