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Dynamische Regressionsmodelle

  • Jürgen Wolters
Part of the Studies in Contemporary Economics book series (CONTEMPORARY)

Zusammenfassung

Im vorhergehenden Beitrag von Assenmacher werden Regressionsmodelle behandelt, bei denen die Veränderung einer erklärenden Variable eine sofortige Wirkung auf die abhängige Variable hat. In der ökonomischen Praxis beobachtet man aber, dass Änderungen einer erklärenden Variablen erst mit zeitlicher Verzögerung ihre gesamte Wirkung zeigen. Deshalb werden in diesem Beitrag Modelle mit verteilten Verzögerungen (distributed lags) behandelt. Sie sind ein Standardansatz um aufzuzeigen, wie eine (oder mehrere) Variable(n) die abhängige Variable im Zeitablauf beeinflusst (beeinflussen). Hierbei spielen insbesondere kurz- und langfristige Reaktionen, die dann als temporäre und permanente Effekte interpretiert werden, eine Rolle.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Jürgen Wolters
    • 1
    • 2
  1. 1.Deutsches Institut für WirtschaftsforschungBerlin
  2. 2.Institut für Statistik und ÖkonometrieFreie Universität BerlinBerlin

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