References

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• 1992Interpreting the macroeconomic time series facts1,858 cited
• 1999Error Bands for Impulse Responses930 cited
• 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
• 1992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation489 cited
• 1993Nonlinear Dynamic Structures437 cited
• 1993Vector autoregressions and cointegration285 cited
• 1990Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models267 cited
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• 1997System Dynamics in Economic and Financial Models123 cited
• 2001COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS119 cited
• 1997Impulse response analysis in infinite order cointegrated vector autoregressive processes81 cited
• 2000Problems related to confidence intervals for impulse responses of autoregressive processes78 cited
• 1991Estimating Orthogonal Impulse Responses via Vector Autoregressive Models