Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : An investigation into the case of Germany
Year of publication: |
2003
|
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Authors: | Gottschalk, Jan ; Van Zandweghe, Willem |
Published in: |
Swiss journal of economics and statistics. - Bern : Lang, ISSN 0303-9692, ZDB-ID 200233-4. - Vol. 139.2003, 1, p. 55-81
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Subject: | SVAR | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Konjunktur | Business cycle | Schock | Shock | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | 1962-1998 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in dt. und franz. Sprache SVAR = structural vector autoregression In: Schweizerische Zeitschrift für Volkswirtschaft und Statistik |
Source: | ECONIS - Online Catalogue of the ZBW |
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