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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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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