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Das makroökonometrische Modell des IWH: Eine angebotsseitige Betrachtung

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  • Scheufele, Rolf

Abstract

Diese Arbeit beschreibt das makroökonometrische Modell des IWH: ein auf Quartalsdaten gestütztes, strukturelles Modell für die deutsche Volkswirtschaft. Der Beitrag konzentriert sich auf die Spezifikation und Schätzungen der angebotsseitigen Aspekte des Modells. Dieser Ansatz gewährleistet ein theoretisch fundiertes langfristiges Modellgleichgewicht. Somit verbindet das Modell kurzfristig gewünschte Prognoseeigenschaften mit langfristigen theoretischen Anforderungen. Für einige makroökonomische Aggregate werden kurz- bis langfristige Auswirkungen von Angebots- und Nachfrageschocks dargestellt. Zudem werden durch Modellsimulationen die Auswirkungen außenwirtschaftlicher Schocks auf das Gesamtmodell illustriert.

Suggested Citation

  • Scheufele, Rolf, 2008. "Das makroökonometrische Modell des IWH: Eine angebotsseitige Betrachtung," IWH Discussion Papers 9/2008, Halle Institute for Economic Research (IWH).
    • Handle: RePEc:zbw:iwhdps:iwh-9-08
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    Cited by:

    1. Projektgruppe Gemeinschaftsdiagnose, 2008. "Joint Economic Analysis in Spring 2008: Economic Activity Hampered by the Repercussions Impact of the US Real-estate Crisis," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(08), pages 03-71, April.
    2. Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2010. "A First Look on the New Halle Economic Projection Model," IWH Discussion Papers 6/2010, Halle Institute for Economic Research (IWH).
    3. Sebastian Böhm, 2012. "The Effects of Factor Market Integration on the Macroeconomic Development in Unified Germany," DEGIT Conference Papers c017_023, DEGIT, Dynamics, Economic Growth, and International Trade.
    4. Holtemöller, Oliver & Irrek, Maike & Schultz, Birgit, 2012. "A Federal Long-run Projection Model for Germany," IWH Discussion Papers 11/2012, Halle Institute for Economic Research (IWH).
    5. Projektgruppe Gemeinschaftsdiagnose, 2010. "The Recovery Continues - Considerable Risks Remain," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(08), pages 03-78, April.
    6. Projektgruppe Gemeinschaftsdiagnose, 2009. "In the Maelstrom of World Recession," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(08), pages 03-81, April.

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    More about this item

    Keywords

    Macroeconometric model; German economy; Policy simulations;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications

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