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Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut - In: The review of economics and statistics 72 (1990) 1, pp. 116-125
Persistent link: https://www.econbiz.de/10001085596
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Modeling the demand for M3 in the unified Germany
Wolters, Jürgen - In: The review of economics and statistics 80 (1998) 3, pp. 399-409
Persistent link: https://www.econbiz.de/10001245213
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Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz - In: The review of economics and statistics 81 (1999) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
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Small-sample confidence intervals for impulse response functions
Kilian, Lutz - In: The review of economics and statistics 80 (1998) 2, pp. 218-230
Persistent link: https://www.econbiz.de/10001240840
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Exogenous oil supply shocks : how big are they and how much do they matter for the U. S. economy?
Kilian, Lutz - In: The review of economics and statistics 90 (2008) 2, pp. 216-240
Persistent link: https://www.econbiz.de/10003699428
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How reliable are local projection estimators of impulse responses?
Kilian, Lutz; Kim, Yun Jung - In: The review of economics and statistics 93 (2011) 4, pp. 1460-1466
Persistent link: https://www.econbiz.de/10009380965
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Do energy prices respond to US macroeconomic news? : a test of the hypothesis of predetermined energy prices
Kilian, Lutz; Vega, Clara - In: The review of economics and statistics 93 (2011) 2, pp. 660-671
Persistent link: https://www.econbiz.de/10009161561
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Modeling the Demand for M3 in the Unified Germany
Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - In: The review of economics and statistics 80 (1998) 3, pp. 399-409
Persistent link: https://www.econbiz.de/10007353000
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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Finite-Sample Properties of Percentile and Perrentile-t Bootstrap Confidence Intervals for Impulse Responses
Kilian, Lutz - In: The review of economics and statistics 81 (1999) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10006387539
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How Reliable Are Local Projection Estimators of Impulse Responses?
Kilian, Lutz; Kim, Yun Jung - In: The review of economics and statistics 93 (2011) 4, pp. 1460-1467
Persistent link: https://www.econbiz.de/10009340547