Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
Year of publication: |
2000
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Authors: | Coenen, Günter |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Vector autoregressions | autocovariances and autocorrelations | bootstrap method | confidence bands | euro area | Phillips curve | yield curve |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/152443 [Handle] RePEc:ecb:ecbwps:20000009 [RePEc] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Coenen, Günter, (2000)
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Coenen, Günter, (2021)
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