Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : the case of Germany
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
21 cm
- Umfang
-
52 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Literaturverz. S. 49 - 51
- Erschienen in
-
Kieler Arbeitspapiere ; No. 1068
- Schlagwort
-
Vektor-autoregressives Modell
Zeitreihenanalyse
Statistischer Test
Konjunktur
Schock
Schätzung
Theorie
:z Geschichte 1962-1998
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Kiel
- (wer)
-
Inst. of World Economics
- (wann)
-
2001
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:40 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Gottschalk, Jan
- Van Zandweghe, Willem
- Inst. of World Economics
Entstanden
- 2001
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