An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models
Year of publication: |
2001
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Authors: | Gottschalk, Jan |
Publisher: |
Kiel : Kiel Institute of World Economics (IfW) |
Subject: | VAR-Modell | Zeitreihenanalyse | Theorie | Structural Vector Autoregressions | Identification | Impulse Response Analysis |
Series: | Kiel Working Paper ; 1072 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 859850625 [GVK] hdl:10419/17887 [Handle] RePEc:zbw:ifwkwp:1072 [RePEc] |
Classification: | C51 - Model Construction and Estimation ; C32 - Time-Series Models |
Source: |
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Gottschalk, Jan, (2001)
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Gottschalk, Jan, (2001)
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