Inference on impulse response functions in structural VAR models (Q2448406)

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Inference on impulse response functions in structural VAR models
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    Inference on impulse response functions in structural VAR models (English)
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    30 April 2014
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    vector autoregression
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    simultaneous inference
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    impulse responses
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    sign restrictions
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    median
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    mode
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    credible set
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