Search Results - subject:"MATRICES"

On the existence of a positive definite solution of the matrix equation X+AXA=I

Engwerda, Jacob - Tilburg University, School of Economics and Management - 1989

Persistent link: https://www.econbiz.de/10011086915

Algorithm for Proportional Matrices in Reals and Integers

Balinski, Michel; Demange, Gabrielle - HAL - 1989

Let R be the set of nonnegative matrices whose row and column sums fall between specific limits and whose entries sum …

Persistent link: https://www.econbiz.de/10008924931

Some Early Multiplier Models of the Relationship between Income Distribution and Production Structure

Pyatt, Graham - In: Economic Systems Research 13 (2001) 2, pp. 139-163

Early efforts to endogenize consumption and hence to model the inter-relationships between production structures and income distribution via multiplier models are reviewed in this paper. It is suggested that, unlike the multipliers in Pyatt et al. (1973), the so-called Miyazawa multipliers...

Persistent link: https://www.econbiz.de/10005484983

Updating and Estimating a Social Accounting Matrix Using Cross Entropy Methods

Robinson, Sherman; Cattaneo, Andrea; El-Said, Moataz - In: Economic Systems Research 13 (2001) 1, pp. 47-64

The problem in estimating a social accounting matrix (SAM) for a recent year is to find an efficient and cost-effective way to incorporate and reconcile information from a variety of sources, including data from prior years. Based on information theory, the paper presents a flexible 'cross...

Persistent link: https://www.econbiz.de/10005485026

Quantifying the dynamics of financial correlations

Drożdż, S.; Kwapień, J.; Grümmer, F.; Ruf, F.; Speth, J. - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 1, pp. 144-153

A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as some potential repeatable intraday structures in the financial time series. The present study is based on the...

Persistent link: https://www.econbiz.de/10011059918

Trade Linkages and the Trade Matrices in the OECD Interlink Model

Fouler, Laurence Le; Suyker, Wim; Turner, Dave - Economics Department, Organisation de Coopération et … - 2001

This paper provides a mainly graphical summary of the trade matrices underlying the OECD’s international macroeconomic … trade. The sources and methods used to construct the matrices are also described in annexes ... Les relations commerciales … et les matrices de commerce dans le modele interlink de l'OCDE<BR><P>Ce document résume sous forme principalement …

Persistent link: https://www.econbiz.de/10005045789

Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries

Zhao, Yiqiang Q.; Li, Wei; Braun, W. John - Départment des sciences administratives, Université … - 2001

matrices possess block-repeating entries. We demonstrate that a number of important probabilistic measures are invariant under …

Persistent link: https://www.econbiz.de/10005773135

A quadratically convergent parallel Jacobi-process for diagonal dominant matrices with nondistinct eigenvalues

Paardekooper, M.H.C. - Tilburg University, School of Economics and Management - 1988

Persistent link: https://www.econbiz.de/10011086955

A method of calculating the spectral radius of a nonnegative matrix and its applications

Ibragimov, Marat - In: Economic Theory 17 (2001) 2, pp. 467-480

matrix of coefficients in the Leontief input-output model and have the immediate relation to the analysis of M- matrices …

Persistent link: https://www.econbiz.de/10005370734

Some Geometry of the Cone of Nonnegative Definite Matrices and Weights of Associated X<Superscript>2</Superscript> Distribution

Kuriki, Satoshi; Takemura, Akimichi - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10005395586