Estimating panel VARs from macroeconomic data: Some Monte Carlo evidence and an application to OECD public spending shocks

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Discussion Paper / SFB 823 ; 24/2010

Classification: Wirtschaft

Keyword: OECD
Vektor-autoregressives Modell
Panel
Schätztheorie
Monte-Carlo-Simulation
Theorie
Öffentliche Ausgaben
Schock

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2010

Creator: Juessen, Falko
Linnemann, Ludger

Handle: 2003/27265

URN: urn:nbn:de:101:1-201606244128

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:44 AM CEST

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Juessen, Falko
Linnemann, Ludger
Universitätsbibliothek Dortmund

Time of origin

2010

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Estimating panel VARs from macroeconomic data: Some Monte Carlo evidence and an application to OECD public spending shocks

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