Susanto, Dwi; Zapata, Hector O.; Cramer, Gail L. - Agricultural and Applied Economics Association - AAEA - 2004
Standard bootstrap method is used to generate confidence intervals (CIs) of impulse response functions of VAR and SVAR models in the pork sector. In the VAR model, the bootstrap method does not produce significant different results from Monte Carlo simulations. In the SVAR analysis, on the other...