How accurate are confidence intervals for impulse responses in large VAR models?

✍ Scribed by Lutz Kilian; Pao-Li Chang

• Book ID: 117331861
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 212 KB
• Volume: 69
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(00)00315-3