Estimating panel VARs from macroeconomic data : some Monte Carlo evidence and an application to OECD public spending shocks
Year of publication: |
2010
|
---|---|
Authors: | Juessen, Falko ; Linnemann, Ludger |
Publisher: |
Dortmund : SFB 823 |
Subject: | VAR-Modell | VAR model | Panel | Panel study | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Öffentliche Ausgaben | Public expenditure | Schock | Shock | OECD-Staaten | OECD countries |
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