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A reality check for data snooping
White, Halbert, (2000)
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz, (1999)
The won/dollar exchange rate forecasting models of the 1990s : long horizon regression with time varying coefficients
Yi, Yŏn-ho, (1998)
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
Lütkepohl, Helmut, (2013)
Estimation of Structural Impulse Responses : Short-Run Versus Long-Run Identifying Restrictions
Lütkepohl, Helmut, (2017)
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models : A Review
Lütkepohl, Helmut, (2018)