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Bayesian multivariate time series methods for emprirical macroeconomics

Koop, Gary (contributor); Korobilis, Dimitris (contributor) - 2010

Persistent link: https://www.econbiz.de/10008656404

Topics in applied time series analysis and panel econometrics

Gorenflo, Marcel - 2013

Persistent link: https://www.econbiz.de/10009744295

Applied time series econometrics

Lütkepohl, Helmut (ed.); Krätzig, Markus (contributor) - 2009 - Transferred to digital printing

Persistent link: https://www.econbiz.de/10009702029

The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry

Castle, Jennifer (ed.); Hendry, David F. (honouree) - 2009 - 1. publ.

Persistent link: https://www.econbiz.de/10003734868

An introduction into the SVAR methodology : identification, interpretation and limitations of SVAR models

Gottschalk, Jan - 2001 - Preliminary, this version: August 2001

This paper aims to provide a non-technical introduction into the SVAR methodology. Particular emphasize is put on the approach to identification in SVAR models, which is compared to identification in simultaneous equation models. It is shown that SVAR models are useful tools to analyze the...

Persistent link: https://www.econbiz.de/10011476358

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