Direkt zum Inhalt

Vorträge des DIW Berlin

close
Gehe zur Seite
remove add
104 Ergebnisse, ab 101
  • Vortrag

    Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs

    Given the growing dissatisfaction with exclusion and long-run restrictions in structural vector autoregressive analysis, sign restrictions are becoming increasingly popular. So far there are no techniques for validating the shocks identified via such restrictions. Although in an ideal setting the sign restrictions specify shocks of interest, sign restrictions may be invalidated by measurement...

    Aleksei Netsunajev, Helmut Lütkepohl
    Malaga, Spanien, 27.08.2012 - 31.08.2012
    | 66th European Meeting of the Econometric Society ESEM
  • Vortrag

    Fundamental Problems with Non-fundamental Shocks

    Economic agents using information that is not incorporated in the econometric model is seen as a possible reason for why nonfundamental shocks are important in econometric models. Allowing for nonfundamental shocks in structural vector autoregressive (SVAR) analysis by considering moving average (MA) representations with roots in the complex unit circle is a possible response to the problem. A...

    Helmut Lütkepohl
    Aarhus, Dänemark, 17.06.2012 - 19.06.2012
    | Nonlinear Time Series Econometrics: Conference in Honor of Timo Teräsvirta. CREATES, Aarhus University
  • Vortrag

    Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs

    Given the growing dissatisfaction with exclusion and long-run restrictions in structural vector autoregressive analysis, sign restrictions are becoming increasingly popular. So far there are no techniques for validating the shocks identified via such restrictions. Although in an ideal setting the sign restrictions specify shocks of interest, sign restrictions may be invalidated by measurement...

    Helmut Lütkepohl, Aleksei Netsunajev
    Hannover, 25.04.2012
    | Seminar: Institut für Statistik, Leibniz-Universität Hannover
  • Vortrag

    Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs

    Given the growing dissatisfaction with exclusion and long-run restrictions in structural vector autoregressive analysis, sign restrictions are becoming increasingly popular. So far there are no techniques for validating the shocks identified via such restrictions. Although in an ideal setting the sign restrictions specify shocks of interest, sign restrictions may be invalidated by measurement...

    Helmut Lütkepohl, Aleksei Netsunajev
    Frankfurt am Main, 27.01.2012
    | Seminar: Deutsche Bundesbank
104 Ergebnisse, ab 101
keyboard_arrow_up