Error Bands for Impulse Responses
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Publication:4530956
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- Information and communication technologies and medium-run fluctuations
- Climate change and the US wheat commodity market
- Structural shocks and the comovements between output and interest rates
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- The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
- Monetary policy and stock valuation: structural VAR identification and size effects
- Uncovering Characteristic Response Paths of a Population
- Confronting model misspecification in macroeconomics
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
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- Impulse response and forecast error variance asymptotics in nonstationary VARs
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
- Frequency domain inference for univariate impulse responses
- Bayes factors and nonlinearity: Evidence from economic time series
- Speed of adjustment in cointegrated systems
- THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
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- How accurate are confidence intervals for impulse responses in large VAR models?
- Representing uncertainty about response paths: the use of heuristic optimisation methods
- DOES MONETARY POLICY GENERATE RECESSIONS?
- Impulse response analysis in infinite order cointegrated vector autoregressive processes
- Bootstrapping Laplace transforms of volatility
- Modeling US housing prices by spatial dynamic structural equation models
- Inference on impulse response functions in structural VAR models
- A Gibbs sampler for structural vector autoregressions
- Normalization in Econometrics
- Unconventional monetary policy in a small open economy
- Advances in using vector autoregressions to estimate structural magnitudes
- Predictive ability with cointegrated variables
- Bias in local projections
- Block recursion and structural vector autoregressions
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