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~institution:"Economics Group, Nuffield College, University of Oxford"
~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~subject:"Impulse responses"
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Impulse responses
impulse responses
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Krolzig, Hans-Martin
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Lütkepohl, Helmut
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Economics Group, Nuffield College, University of Oxford
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
European Central Bank
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C.E.P.R. Discussion Papers
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Department of Econometrics and Business Statistics, Monash Business School
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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Department of Economics, Oxford University
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Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
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Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010734527
Saved in:
2
General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
Krolzig, Hans-Martin
-
Economics Group, Nuffield College, University of Oxford
-
2003
impulse
responses
. In this paper we propose general-to-specific model selection procedures to overcome these limitations … specification from a large unrestricted SVAR model with controlled size and power. The
impulse
responses
generated by the selected …
Persistent link: https://www.econbiz.de/10005227201
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