SZodixStudyAcademic Library

Shelves Open access

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

How accurate are confidence intervals for impulse responses in large VAR models? · Study

ArticleShelves

ArticleHow accurate are confidence intervals for impulse responses in large VAR models?

Lutz Kilian2000

OA

Articlegreen2000

How accurate are confidence intervals for impulse responses in large VAR models?

Lutz Kilian · Pao‐Li Chang

49 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 — 49 citations exist upstream.

References

1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates 1999Error Bands for Impulse Responses 1998Small-sample Confidence Intervals for Impulse Response Functions 2002Vector Autoregressions and Reality 1990Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models 1987Vector Autoregressions and Reality

Cited by

2009Trade linkages and macroeconomic effects of the price of oil 2006Small-sample confidence intervals for multivariate impulse response functions at long horizons 2012One-Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root 2005DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE 2019The uniform validity of impulse response inference in autoregressions

Related works

Explore the map →

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

2006Small-sample confidence intervals for multivariate impulse response functions at long horizonsarticle · 7 shared references 2000Confidence Intervals for Univariate Impulse Responses With a Near Unit Rootarticle · 7 shared references 2006Impulse response confidence intervals for persistent data: What have we learned?article · 6 shared references 2006Global and National Macroeconometric Modellingbook · 5 shared references 2000Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidencearticle · 5 shared references 1998Confidence intervals for impulse responses under departures from normalityarticle · 5 shared references

Details

Year2000

Typearticle

Published2000-12-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations49

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0165-1765(00)00315-3

openalex_workW2130184014

Links

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

1983

14. Time Series and Forecasting

2006Impulse response confidence intervals for persistent data: What have we learned?

2013The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis