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~accessRights:"free"
~institution:"DIW Berlin (Deutsches Institut für Wirtschaftsforschung)"
~subject:"Impulse responses"
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Impulse responses
Vector autoregressive process
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bootstrap
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impulse responses
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Bayesian error bands
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Wald statistic
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confidence band
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vector autoregressive process
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Lütkepohl, Helmut
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Staszewska-Bystrova, Anna
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Winker, Peter
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
European Central Bank
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Department of Econometrics and Business Statistics, Monash Business School
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Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
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