An introduction into the SVAR methodology: identification, interpretation and limitations of SVAR models
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Kiel
Inst. of World Economics
2001
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| Schriftenreihe: | Kieler Arbeitspapiere
1072 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 42 S. graph. Darst. |
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| 245 | 1 | 0 | |a An introduction into the SVAR methodology |b identification, interpretation and limitations of SVAR models |c by Jan Gottschalk |
| 264 | 1 | |a Kiel |b Inst. of World Economics |c 2001 | |
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Datensatz im Suchindex
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| adam_text | Contents
A. Introduction
B. Identification in macroeconometric models A traditional
perspective 2
I. A review of the identification problem 2
II. Identification in dynamic simultaneous equation models 4
1. Identification of the money supply schedule 7
2. Identification of the aggregate demand schedule 10
III. Objections to the traditional approach to identification in
dynamic simultaneous equation models 11
C. The SVAR methodology 13
I. The SVAR model 13
II. Identification in the SVAR model 17
1. The orthogonality restriction 17
2. The normalization of the SVAR model 19
3. Restrictions on the matrix F 20
4. Identification in SVAR models compared to the traditional
approach to identification 24
III. Dynamic multipliers versus impulse response functions 25
D. Objections to the SVAR methodology 28
I. What do the shocks mean? 28
II. Do the SVAR measures of monetary policy shocks make sense?.. 30
III. The use of informal restrictions in the identification of shocks 32
IV. What are SVAR models good for? 34
V. The orthogonality restriction 35
E. Conclusion 39
F. References 40
|
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| genre_facet | Strukturelles vektor-autoagressives Modell |
| id | DE-604.BV013932256 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:54:38Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009533823 |
| oclc_num | 48414933 |
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| physical | 42 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Inst. of World Economics |
| record_format | marc |
| series | Kieler Arbeitspapiere |
| series2 | Kieler Arbeitspapiere |
| spelling | Gottschalk, Jan Verfasser aut An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models by Jan Gottschalk Kiel Inst. of World Economics 2001 42 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kieler Arbeitspapiere 1072 Geldpolitik (DE-588)4019902-2 gnd rswk-swf Strukturelles vektor-autoagressives Modell gnd rswk-swf Geldpolitik (DE-588)4019902-2 s Strukturelles vektor-autoagressives Modell f DE-604 Kieler Arbeitspapiere 1072 (DE-604)BV000000922 1072 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009533823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gottschalk, Jan An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models Kieler Arbeitspapiere Geldpolitik (DE-588)4019902-2 gnd |
| subject_GND | (DE-588)4019902-2 |
| title | An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models |
| title_auth | An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models |
| title_exact_search | An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models |
| title_full | An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models by Jan Gottschalk |
| title_fullStr | An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models by Jan Gottschalk |
| title_full_unstemmed | An introduction into the SVAR methodology identification, interpretation and limitations of SVAR models by Jan Gottschalk |
| title_short | An introduction into the SVAR methodology |
| title_sort | an introduction into the svar methodology identification interpretation and limitations of svar models |
| title_sub | identification, interpretation and limitations of SVAR models |
| topic | Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Geldpolitik Strukturelles vektor-autoagressives Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009533823&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000922 |
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