An introduction into the SVAR methodology : identification, interpretation and limitations of SVAR models
by Jan Gottschalk
| Year of publication: |
2001
|
|---|---|
| Authors: | Gottschalk, Jan |
| Publisher: |
Kiel : Kiel Inst. of World Economics |
| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Geldpolitik | Strukturelles vektor-autoregressives Modell |
| Description of contents: | Table of Contents [gbv.de] |
freely available
| Extent: | 42 S. |
|---|---|
| Series: | Kieler Arbeitspapiere. - Kiel : Inst. für Weltwirtschaft, ISSN 0342-0787, ZDB-ID 187236-9. - Vol. 1072 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 40 - 42 SVAR = Strukturelle Vektorautoregression |
| Classification: | C51 - Model Construction and Estimation ; C32 - Time-Series Models ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013261162