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-PDF

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

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Publication information
Department/Agency Bank of Canada.
Title 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.
Series title Bank of Canada working paper1701-939794-6
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Other formats Paper-[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.
The ISBN (0-662-22226-1) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada May 1994.
Description 35p.references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/94-6E-PDF
Subject terms Economy
Imports
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