Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Kiel Working Paper ; 1068
- Keyword
-
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
- Event
-
Veröffentlichung
- (where)
-
Kiel
- (who)
-
Kiel Institute for the World Economy (IfW)
- (when)
-
2001
- Creator
- Handle
-
10419/17890
- URN
-
urn:nbn:de:101:1-201703234877
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:52 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Zandweghe, Willem van
- Gottschalk, Jan
- Kiel Institute for the World Economy (IfW)
Time of origin
- 2001
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