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Arbeiten mit ökonometrischen Modellen pp 47–83Cite as

Dynamische Regressionsmodelle

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Part of the book series: Studies in Contemporary Economics ((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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Author information

Authors and Affiliations

  1. Deutsches Institut für Wirtschaftsforschung, Königin-Luise-Straße 5, D-14195, Berlin

    Jürgen Wolters

  2. Institut für Statistik und Ökonometrie, Freie Universität Berlin, Boltzmannstr. 20, D-14195, Berlin

    Jürgen Wolters

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  1. Jürgen Wolters
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Editor information

Editors and Affiliations

  1. Standort Essen Fachbereich Makroökonomik, Universität Duisburg-Essen, Universitatsstraße 12, 45117, Essen, Germany

    Werner Gaab

  2. Freie Universität Berlin Institut für Statistik und Ökonometrie, Boltzmannstraße 20, 14195, Berlin, Germany

    Jürgen Wolters

  3. Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Hohenzollernstraße 1-3, 45128, Essen, Germany

    Ullrich Heilemann

  4. Standort Duisburg Lehrgebiet Volkswirtschaftslehre insb. Empirische Wirtschaftsforschung, Universität Duisburg-Essen, Lotharstraße 56, 47057, Duisburg, Germany

    Ullrich Heilemann

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Wolters, J. (2004). Dynamische Regressionsmodelle. In: Gaab, W., Wolters, J., Heilemann, U. (eds) Arbeiten mit ökonometrischen Modellen. Studies in Contemporary Economics. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2652-4_3

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  • DOI: https://doi.org/10.1007/978-3-7908-2652-4_3

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0154-5

  • Online ISBN: 978-3-7908-2652-4

  • eBook Packages: Springer Book Archive

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