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
Erscheint auch als (Online-Ausgabe):
Do bivariate SVAR models with long-run identifying restrictions yield reliable results?. - Kiel (Germany) : Kiel Institute of World Economics, 2001. - 1 Online-Ressource (circa 59 Seiten)
Persistent link: https://www.econbiz.de/10013261159