Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Kiel Working Paper ; 1068
- Schlagwort
-
VAR-Modell
Zeitreihenanalyse
Unit Root Test
Konjunktur
Schock
Schätzung
Theorie
Deutschland
Vektor-autoregressives Modell
Exponential smoothing
Zeitreihenanalyse
Statistischer Test
Konjunktur
Schock
Schätzung
Geschichte 1962-1998
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Kiel
- (wer)
-
Kiel Institute for the World Economy (IfW)
- (wann)
-
2001
- Urheber
- Handle
-
10419/17890
- URN
-
urn:nbn:de:101:1-201703234877
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:52 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Zandweghe, Willem van
- Gottschalk, Jan
- Kiel Institute for the World Economy (IfW)
Entstanden
- 2001
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