Scheide, Joachim - In: Kredit und Kapital 26 (1993) 1, pp. 22-38
- 1989 are used to investigate the validity of the RBC hypothesis for Germany. On the basis of variance decomposition results … output, i.e. their innovations reduce the forecast error variance of output. This effect is at least as strong as the one … Bundesrepublik Deutschland untersucht. Die Varianzzerlegungen verschiedener vektorautoregressiver Systeme zeigen erstens, daß die …