Inference on impulse response functions in structural VAR models
Year of publication: |
2013
|
---|---|
Authors: | Inoue, Atsushi ; Kilian, Lutz |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 1, p. 1-13
|
Subject: | Vector autoregression | Simultaneous inference | Impulse responses | Sign restrictions | Median | Credible set | VAR-Modell | VAR model | Geldpolitik | Monetary policy | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Schock | Shock | Induktive Statistik | Statistical inference |
Description of contents: | Description [doi.org] |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Corrigendum enthalten in: Volume 209, issue 1, March 2019, Seite 139-143 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian, (2018)
-
Read, Matthew, (2022)
-
Two algorithms in sign restrictions : an exploration in an empirical SVAR
Fisher, Lance A., (2021)
- More ...
-
Inoue, Atsushi, (2006)
-
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Guerron-Quintana, Pablo, (2013)
-
In-sample or out-of-sample tests of predictability: which one should we use?
Inoue, Atsushi, (2002)
- More ...