Granziera, Eleonora; Moon, Hyungsik Roger; Schorfheide, … - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1087-1121
response functions of sign‐restricted SVARs that are valid from a frequentist perspective. The paper also provides a comparison … of frequentist and Bayesian coverage bands in the context of an empirical application—the former can be substantially …