How accurate are confidence intervals for impulse responses in large VAR models?
Year of publication: |
2000
|
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Authors: | Kilian, Lutz ; Chang, Pao-li |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 69.2000, 3, p. 299-307
|
Subject: | Geldpolitik | Monetary policy | Schock | Shock | VAR-Modell | VAR model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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