Do bivariate SVAR models with long run identifying restrictions yield reliable results?: The case of Germany
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Kiel
Inst. of World Economics
2001
|
| Schriftenreihe: | Kieler Arbeitspapiere
1068 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 49 - 51 |
| Beschreibung: | 52 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Gottschalk, Jan |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Do bivariate SVAR models with long run identifying restrictions yield reliable results? |b The case of Germany |c by Jan Gottschalk and Willem van Zandweghe. Kiel Institute of World Economics |
| 264 | 1 | |a Kiel |b Inst. of World Economics |c 2001 | |
| 300 | |a 52 S. |b graph. Darst. | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Kiel working paper |v 1068 | |
| 500 | |a Literaturverz. S. 49 - 51 | ||
| 700 | 1 | |a Zandweghe, Willem van |e Verfasser |4 aut | |
| 830 | 0 | |a Kieler Arbeitspapiere |v 1068 |w (DE-604)BV000000922 |9 1068 | |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
I. Introduction 1
II. Identification of Aggregate Demand and Supply Shocks 3
2.1. Identification of Supply and Demand Shocks in an Output and
Unemployment Model 5
2.2. Identification of Supply and Demand Shocks in a Model with
Output and Prices 11
2.3 The Blanchard/Quah Methodology 13
2.4 Why Bivariate Systems are Potentially Unreliable 17
III. Empirical Results 22
3.1 Data and Data Properties 23
3.2 Specification of the VAR Models 28
3.3 Dynamic Responses to Supply and Demand Disturbances 29
3.4 Does the Bivariate Identification Procedure Correctly Identify
Supply and Demand Disturbances? 37
3.5 Relative Contributions of Supply and Demand Disturbances.... 39
3.6 Historical Decomposition of the Output Series 41
IV. Conclusion 45
References 49
Appendix 52
|
| any_adam_object | 1 |
| author | Gottschalk, Jan Zandweghe, Willem van |
| author_facet | Gottschalk, Jan Zandweghe, Willem van |
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| author_sort | Gottschalk, Jan |
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| ctrlnum | (OCoLC)248548287 (DE-599)BVBBV026952156 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| indexdate | 2024-07-09T23:03:10Z |
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| series | Kieler Arbeitspapiere |
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| spelling | Gottschalk, Jan Verfasser aut Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany by Jan Gottschalk and Willem van Zandweghe. Kiel Institute of World Economics Kiel Inst. of World Economics 2001 52 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kiel working paper 1068 Literaturverz. S. 49 - 51 Zandweghe, Willem van Verfasser aut Kieler Arbeitspapiere 1068 (DE-604)BV000000922 1068 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021613284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gottschalk, Jan Zandweghe, Willem van Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany Kieler Arbeitspapiere |
| title | Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany |
| title_auth | Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany |
| title_exact_search | Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany |
| title_full | Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany by Jan Gottschalk and Willem van Zandweghe. Kiel Institute of World Economics |
| title_fullStr | Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany by Jan Gottschalk and Willem van Zandweghe. Kiel Institute of World Economics |
| title_full_unstemmed | Do bivariate SVAR models with long run identifying restrictions yield reliable results? The case of Germany by Jan Gottschalk and Willem van Zandweghe. Kiel Institute of World Economics |
| title_short | Do bivariate SVAR models with long run identifying restrictions yield reliable results? |
| title_sort | do bivariate svar models with long run identifying restrictions yield reliable results the case of germany |
| title_sub | The case of Germany |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021613284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000922 |
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