Pages that link to "Item:Q2448406"
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The following pages link to Inference on impulse response functions in structural VAR models (Q2448406):
Displayed 13 items.
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Measurement errors and monetary policy: then and now (Q1655584) (← links)
- The time varying effect of oil price shocks on Euro-area exports (Q1657482) (← links)
- Delta-method inference for a class of set-identified SVARs (Q1706496) (← links)
- Corrigendum to ``Inference on impulse response functions in structural VAR models'' (Q1740279) (← links)
- (Machine) learning parameter regions (Q2024444) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- State-dependent effects of fiscal policy (Q2687870) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (Q6150366) (← links)
- Identification-Robust Inference With Simulation-Based Pseudo-Matching (Q6190330) (← links)