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POWERS OF A COMPANION MATRIX
Author(s) -
Brissimis Sophocles N.
Publication year - 1978
Publication title -
metroeconomica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.256
H-Index - 29
eISSN - 1467-999X
pISSN - 0026-1386
DOI - 10.1111/j.1467-999x.1978.tb00599.x
Subject(s) - matrix (chemical analysis) , transformation (genetics) , mathematical economics , order (exchange) , companion matrix , mathematics , economics , transformation matrix , econometrics , algebra over a field , calculus (dental) , pure mathematics , mathematical analysis , physics , classical mechanics , finance , biochemistry , chemistry , materials science , kinematics , matrix polynomial , polynomial matrix , polynomial , composite material , gene , medicine , dentistry
SUMMARY This note gives explicit expressions for the elements of powers of a companion matrix, i.e. the matrix of transformation of a higher than first order linear dynamic econometric model into a first order one. It can be used as a reference for understanding the derivation of dynamic multipliers in such a model.
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