On the specification of accelerator coefficients in dynamic factor demand models

Ingmar R. Prucha, M Nadiri

    Research output: Contribution to journalArticle

    Abstract

    Recent empirical application of dynamic factor demand models employed different formulae for the accelerator coefficient. In this note we compare and analyze the respective formulae used for the accelerator coefficient.

    Original languageEnglish (US)
    Pages (from-to)123-129
    Number of pages7
    JournalEconomics Letters
    Volume35
    Issue number2
    DOIs
    StatePublished - 1991

    Fingerprint

    Dynamic factor demand
    Demand model
    Coefficients

    ASJC Scopus subject areas

    • Economics and Econometrics
    • Finance

    Cite this

    On the specification of accelerator coefficients in dynamic factor demand models. / Prucha, Ingmar R.; Nadiri, M.

    In: Economics Letters, Vol. 35, No. 2, 1991, p. 123-129.

    Research output: Contribution to journalArticle

    Prucha, Ingmar R. ; Nadiri, M. / On the specification of accelerator coefficients in dynamic factor demand models. In: Economics Letters. 1991 ; Vol. 35, No. 2. pp. 123-129.
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