How accurate are confidence intervals for impulse responses in large VAR models?
Year of publication: |
2000
|
---|---|
Authors: | Kilian, Lutz ; Chang, Pao-Li |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 69.2000, 3, p. 299-308
|
Saved in:
Saved in favorites
Similar items by person
-
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz, (2000)
-
How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz, (1998)
-
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz, (2000)
- More ...