COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS
From MaRDI portal
Publication:2739291
DOI10.1017/S1365100501018041zbMath1006.91514OpenAlexW2095349474MaRDI QIDQ2739291
Jürgen Wolters, Alexander Benkwitz, Helmut Lütkepohl
Publication date: 2 April 2002
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1365100501018041
Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)
Related Items
Structural vector autoregressive analysis for cointegrated variables, Reducing confidence bands for simulated impulse responses, Wild bootstrap tests for autocorrelation in vector autoregressive models, Inference in VARs with conditional heteroskedasticity of unknown form, Bootstrapping impulse responses in VAR analyses, Representing uncertainty about response paths: the use of heuristic optimisation methods