| 来源类型 | FEEM working papers "Note di lavoro" series |
| 规范类型 | 论文 |
| Modelling Evolutionary Long-Run Relationships: An Application to the Italian Energy Market | |
| Claudio Morana | |
| 发表日期 | 1998 |
| 出处 | Climate Change and Sustainable Development |
| 出版年 | 1998 |
| 语种 | 英语 |
| 摘要 | The paper considers a SUTSE model embedded in a dynamic framework to estimate an energy cost share model for the Italian economy in an evolutionary environment. This is achieved by allowing stochastic seasonal and trend components in the long-run specification and constructing an error correction mechanism to model short-run dynamics. Modelling instability in the structural time series approach has provided some improvement in the estimates of the elasticities of substitutions and of the price elasticities with respect to those obtained using deterministic trend and seasonal components. Tests for instability in the cointegrating regression support the evolutionary specification adopted. |
| 特色分类 | C51,C52,Q41 |
| 关键词 | Cointegration,Energy substitution,Structural time series approach,Instability analysis |
| URL | https://www.feem.it/en/publications/feem-working-papers-note-di-lavoro-series/modelling-evolutionary-long-run-relationships-an-application-to-the-italian-energy-market/ |
| 来源智库 | Fondazione Eni Enrico Mattei (Italy) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/116297 |
| 推荐引用方式 GB/T 7714 | Claudio Morana. Modelling Evolutionary Long-Run Relationships: An Application to the Italian Energy Market. 1998. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| NDL1998-002.pdf（281KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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