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dc.contributor.authorGottschalk, Janen
dc.date.accessioned2009-01-28T15:00:09Z-
dc.date.available2009-01-28T15:00:09Z-
dc.date.issued2001-
dc.identifier.urihttp://hdl.handle.net/10419/17887-
dc.description.abstractThis 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 dynamics of a model by subjecting it to an unexpected shock, whereas simultaneous equation models are better suited for policy simulations. A draw back of the SVAR methodology is that due to the low dimension of typical SVAR models the assumption that the underlying shocks are orthogonal is likely to be fairly restrictive.en
dc.language.isoengen
dc.publisher|aKiel Institute of World Economics (IfW) |cKielen
dc.relation.ispartofseries|aKiel Working Paper |x1072en
dc.subject.jelC51en
dc.subject.jelC32en
dc.subject.ddc330en
dc.subject.keywordStructural Vector Autoregressionsen
dc.subject.keywordIdentificationen
dc.subject.keywordImpulse Response Analysisen
dc.subject.stwVAR-Modellen
dc.subject.stwZeitreihenanalyseen
dc.subject.stwTheorieen
dc.titleAn Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models-
dc.typeWorking Paperen
dc.identifier.ppn859850625en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:ifwkwp:1072en
dc.identifier.printppn333933729en

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