The Mega Distributed Lag Model

Contemporary Economics, Vol. 10, No. 2, pp. 113-122, 2016

10 Pages Posted: 26 Sep 2016

See all articles by Mario Arturo Ruiz Estrada

Mario Arturo Ruiz Estrada

University of Malaya (UM) - Faculty of Economics & Administration (FEA)

Evangelos Koutronas

Universiti Sains Malaysia

Ross Knippenberg

American Veterinary Medical Association

Multiple version iconThere are 3 versions of this paper

Date Written: June 30, 2016

Abstract

This paper attempts to describe the graphical behavior of the distributed lag model in an infinite coordinate space. The “mega distributed lag model” (MDL) is a mathematical framework that can examine the simultaneous interrelationships between all involved variables. The multidimensional graphical setting simultaneously reveals all non-linear exposure — response dependencies and delayed effects between lagged and dependent variables — which two-dimensional figures overwhelmingly fail to capture. Under the Omnia Mobilis assumption, each distribution lag function is indexed with respect to time and space. The Mega distributed lag model observes multiple trends in full motion, the final output (determinant) of which is called “the JIM-coefficient”. Hence, this paper tries to analyze different approaches of lag distribution models that can help in the construction of our new model. The mega distributed lag model” (MDL) is moving from the uses of the classic 2-dimensional and 3-dimensional graphical modeling to a multidimensional graphical modeling in Econometrics. Finally, this model is an extension of those explored earlier in the field of econographicology.

Keywords: Econographicology, Distributed lag model, Multi-Dimensional graphs and Multi-Dimensional geometry

JEL Classification: C10

Suggested Citation

Ruiz Estrada, Mario Arturo and Koutronas, Evangelos and Knippenberg, Ross W., The Mega Distributed Lag Model (June 30, 2016). Contemporary Economics, Vol. 10, No. 2, pp. 113-122, 2016 . Available at SSRN: https://ssrn.com/abstract=2842555

Mario Arturo Ruiz Estrada (Contact Author)

University of Malaya (UM) - Faculty of Economics & Administration (FEA) ( email )

Kuala Lumpur, 50603
Malaysia
+60126850293 (Phone)

HOME PAGE: http://ssrc.um.edu.my/

Evangelos Koutronas

Universiti Sains Malaysia ( email )

Minden, Penang
Malaysia

Ross W. Knippenberg

American Veterinary Medical Association ( email )

1931 N. Meacham Road
Schaumburg, IL 60173
United States
8472856653 (Phone)

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