of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density … region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives …

of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density … region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives …

of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density … region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives …

of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density … region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives …

of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density … region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives …

of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density … region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives …

bootstrap methods. To take atypical properties of the long run elasticity estimator into account, the highest density region …