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Transmission of business cycle shocks between the US and the euro area
Schneider, Martin; Fenz, Gerhard - 2008
Persistent link: https://www.econbiz.de/10003773540
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A bootstrap method for identifying and evaluating a structural vector autoregression
Hoover, Kevin D. (contributor); Demiralp, Selva (contributor) - 2006
Persistent link: https://www.econbiz.de/10003346784
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Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz; Kim, Yun Jung - 2009
Persistent link: https://www.econbiz.de/10003835974
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Are US output expectations unbiased? A cointegrated VAR analysis in real time
Papaikonomou, Dimitrios; Pires, Jacinta - In: Economics letters 92 (2006) 3, pp. 440-446
Persistent link: https://www.econbiz.de/10003373593
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Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2010
Persistent link: https://www.econbiz.de/10003932344
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A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F. - 2010
Persistent link: https://www.econbiz.de/10008746090
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Forecasting the Icelandic business cycle using vector autoregressive models
Eklund, Bruno (contributor) - 2007
Persistent link: https://www.econbiz.de/10003530169
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Odhad časově proměnných parametr°u v modelech české ekonomiky
Tonner, Jaromír (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003536043
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How reliable are local projection estimators of impulse responses?
Kilian, Lutz; Kim, Yun Jung - In: The review of economics and statistics 93 (2011) 4, pp. 1460-1466
Persistent link: https://www.econbiz.de/10009380965
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Bootstrapping structural VARs : avoiding a potential bias in confidence intervals for impulse response functions
Phillips, Kerk Layne; Spencer, David E. - In: Journal of macroeconomics 33 (2011) 4, pp. 582-594
Persistent link: https://www.econbiz.de/10009530453