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person:"Peersman, Gert"
~isPartOf:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~person:"Kilian, Lutz"
~person:"Nielsen, Morten Ørregaard"
~type_genre:"Article in journal"
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Search: subject_exact:"Vector autoregression"
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Peersman, Gert
Kilian, Lutz
Nielsen, Morten Ørregaard
Koop, Gary
6
Marcellino, Massimiliano
6
Saikkonen, Pentti
6
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5
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4
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7
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1
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
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2
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
3
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
4
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
5
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
6
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
7
Does the Fed respond to oil price shocks?
Kilian, Lutz
;
Lewis, Logan T.
- In:
The economic journal : the journal of the Royal …
121
(
2011
)
555
,
pp. 1047-1072
Persistent link: https://www.econbiz.de/10009378608
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