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Die langfristige reale Aufwertung des Schweizer Frankens gegenüber der D-Mark : nichthandelbare Güter und der Balassa-Samuelson-Effekt
Aebersold, Claudia - In: Aussenwirtschaft : schweizerische Zeitschrift für … 53 (1998) 3, pp. 365-386
Persistent link: https://www.econbiz.de/10001249462
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Do bivariate SVAR models with long-run identifying restrictions yield reliable results? : the case of Germany
Gottschalk, Jan; Van Zandweghe, Willem - 2001
Bivariate SVAR models employing long-run identifying restrictions are often used to investigate the source of business cycle fluctuations. Their advantage is the simplicity in use and interpretation. However, their low dimension may also lead to a failure of the identification procedure, with...
Persistent link: https://www.econbiz.de/10011476382
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
: aggregate supply shocks, aggregate spending shocks, and monetary shocks. Applying a structural VAR to data for the eurozone and … Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables …
Persistent link: https://www.econbiz.de/10011473872
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Towards resolving the exchange rate volatility puzzle
Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002
Persistent link: https://www.econbiz.de/10001709170
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
Persistent link: https://www.econbiz.de/10001584428
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Real exchange rates and target interest rates in a simple VAR model
Mollick, André Varella - In: Portuguese economic journal 2 (2003) 3, pp. 195-218
Persistent link: https://www.econbiz.de/10002097831
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Structural VAR, MARMA and open economy models
Dhrymes, Phoebus J.; Thomakos, Dimitrios D. - 1997
Persistent link: https://www.econbiz.de/10000988615
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Structural VAR, Marma and Open Economy Models
Dhrymes, Phoebus J.; Dimitrios, Thomakos D. - 2000
gain identification, the general problem of identification in the context of the standard structural VAR (SVAR) or … structural MARMA (SMARMA) model employed for that purpose, the question of whether "forward" looking (rational) expectations (FLE …
Persistent link: https://www.econbiz.de/10014208838
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281