• A STUDY OF STRUCTURAL COEFFICIENTS ATTRIBUTED TO STOCHASTIC DIFFERENCE EQUATION MODELS

M. RENI SAGAYARAJ*, P. MANOHARAN

Abstract


In this paper, we study of structural coefficients attributed to stochastic difference equation models. We are concerned with the differences in the amplitudes executed by the endogenous variables in a stochastic difference equation model.  It is shown that the differences in the amplitudes are partially a function of the structure of the model.


Keywords


Stochastic difference equation, steady- state of difference equation, structural coefficients, endogenous variable.

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