Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10003353466
Persistent link: https://www.econbiz.de/10003345728
Persistent link: https://www.econbiz.de/10003387071
Persistent link: https://www.econbiz.de/10003150304
Persistent link: https://www.econbiz.de/10002095114
Persistent link: https://www.econbiz.de/10001778151
Persistent link: https://www.econbiz.de/10001861747
Persistent link: https://www.econbiz.de/10001953235
Persistent link: https://www.econbiz.de/10001774880
This paper analyzes the quality of VAR-based procedures for estimating the response of the economy to a shock. We focus on two key issues. First, do VAR-based confidence intervals accurately reflect the actual degree of sampling uncertainty associated with impulse response functions? Second,...
Persistent link: https://www.econbiz.de/10012779825