; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Periodic Linear-Quadratic Methods for Modeling Seasonality"; ; "batchuser@example.com"; "Todd, Richard M."; "Federal Reserve Bank of Minneapolis"; "Optimal linear regulator methods are used to represent a class of models of endogenous equilibrium seasonality that has so far received little attention. Seasonal structure is built into these models in either of two equivalent ways: periodically varying the coefficient matrices of a formerly nonseasonal problem or embedding this periodic-coefficient problem in a higher-dimensional sparse system whose time-invariant matrices have a special pattern of zero blocks. The former structure is compact and convenient computationally; the latter can be used to apply familiar convergence results from the theory of time-invariant optimal regulator problems. The new class of seasonality models provides an equilibrium interpretation for empirical work involving periodically stationary time series."^^; "1989-11"; "2019-10-07T22:08:31.04418352+00:00"^^; "https://doi.org/10.21034/sr.127"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Thu Nov 7 22:14:04 2019"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "789"; "Staff report (Federal Reserve Bank of Minneapolis. Research Department)"; "127"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; "Published in: _Journal of Economic Dynamics and Control_ (Vol 14, No. 3-4, July - Oct 1990, pp. 763-795) https://doi.org/10.1016/0165-1889(90)90042-F. "^^; ; "Publication" . ; .