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Stochastische Inversion von Leontief-Matrizen

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Ökonomie und Mathematik

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Zusammenfassung

Einer Leontief-Input-Output-Matrix wird (im Stil der Monte-Carlo-Methode) ein zeitdiskreter Markoff-Prozeß zugeordnet. Mittels dieser Zuordnung wird die Matrixinversion und Lösung der Input-Output-Gleichungen durch gewisse Zufallsvariable auf der Menge der Prozeßtrajekto-rien erwartungstreu geschätzt. Das Verfahren wird exemplarisch anhand von konkretem Datenmaterial vorgeführt.

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Authors
  1. Kuno Egle
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  2. Szaniszlo Fenyi
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Editor information

Editors and Affiliations

  1. Lehrstuhl für Mathematische Methoden der Wirtschaftswissenschaften, Universität Augsburg, Memminger Straße 14, D-8900, Augsburg, Deutschland

    Otto Opitz

  2. Lehrstuhl für Statistik und Wirtschaftsmathematik, RWTH Aachen, Wüllnerstraße 3, D-5100, Aachen, Deutschland

    Burkhard Rauhut

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© 1987 Springer-Verlag Berlin Heidelberg

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Egle, K., Fenyi, S. (1987). Stochastische Inversion von Leontief-Matrizen. In: Opitz, O., Rauhut, B. (eds) Ökonomie und Mathematik. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-72672-9_19

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  • DOI: https://doi.org/10.1007/978-3-642-72672-9_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-72673-6

  • Online ISBN: 978-3-642-72672-9

  • eBook Packages: Springer Book Archive

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