Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : The case of Germany
by Jan Gottschalk and Willem Van Zandweghe
| Year of publication: |
2001
|
|---|---|
| Authors: | Gottschalk, Jan |
| Other Persons: | Van Zandweghe, Willem (contributor) |
| Publisher: |
Kiel : Kiel Inst. of World Economics |
| 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 | Lebenszyklus <Wirtschaft> | Konjunkturforschung | 1962-1998 |
| Description of contents: | Table of Contents [gbv.de] |
freely available
| Extent: | 52 S. graph. Darst. |
|---|---|
| Series: | Kieler Arbeitspapiere. - Kiel : Inst. für Weltwirtschaft, ISSN 0342-0787, ZDB-ID 187236-9. - Vol. 1068 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 49 - 51 Internetausg.: http://www.uni-kiel.de/IfW/pub/kap/2001/kap1068.pdf |
| Classification: | E32 - Business Fluctuations; Cycles ; C32 - Time-Series Models ; Methoden und Techniken der Volkswirtschaft ; Konjunktur |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013261159