SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Frequency domain inference for univariate impulse responses · Study

ArticleShelves

ArticleFrequency domain inference for univariate impulse responses

Jonathan H. Wright1999

Article1999

Frequency domain inference for univariate impulse responses

Jonathan H. Wright

9 citations·0/0 files stored·Economics Letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 9 citations exist upstream.

References

1998Small-sample Confidence Intervals for Impulse Response Functions 1989Long memory and persistence in aggregate output 2002Vector Autoregressions and Reality 1996Money, Prices, Interest Rates and the Business Cycle 1990Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models 1987Vector Autoregressions and Reality 2001Impulse response analysis in vector autoregressions with unknown lag order 1996Parameter uncertainty and impulse response analysis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Confidence Intervals for Univariate Impulse Responses With a Near Unit Rootarticle · 7 shared references 2000How accurate are confidence intervals for impulse responses in large VAR models?article · 6 shared references 2006Impulse response confidence intervals for persistent data: What have we learned?article · 5 shared references 1999Finite-Sample Properties of Percentile and Percentile- t Bootstrap Confidence Intervals for Impulse Responsesarticle · 4 shared references 2018Bootstrap inference for impulse response functions in factor‐augmented vector autoregressionsarticle · 4 shared references 2004Sources of exchange-rate volatility: Impulses or propagation?article · 4 shared references

Details

Year1999

Typearticle

Published1999-06-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations9

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0165-1765(99)00043-9

openalex_workW2090414035

Links

Imported from OpenAlex (CC0) — nothing here is generated.