bootstrap inference about individual impulse responses and vectors of impulse responses when the horizon is fixed with respect … (1999). The conventional bootstrap percentile interval for impulse responses based on this approach remains accurate even at …

its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our analysis …

bootstrap, allowing the construction of asymptotically valid joint confidence sets for any subset of structural impulse …

theta_n, its bootstrap approximation, and the Bayesian posterior for all agree asymptotically. It is shown that whenever g … is Lipschitz, though not necessarily differentiable, the posterior distribution of g(theta) and the bootstrap … distribution of g(theta_n) coincide asymptotically. One implication is that Bayesians can interpret bootstrap inference for g …