How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How accurate are confidence intervals for impulse responses in large VAR models? |
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How accurate are confidence intervals for impulse responses in large VAR models? (English)
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26 October 2000
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monetary policy
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bootstrap
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delta method
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Monte Carlo integration
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