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Inference on impulse response functions in structural VAR models

Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10010189887

Heterogeneous consumers and fiscal policy shocks

Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - 2013

Persistent link: https://www.econbiz.de/10010193266

Heterogeneous consumers and fiscal policy shocks

Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - 2015 - Updated version: December 2015

Persistent link: https://www.econbiz.de/10011442247

Impulse response matching estimators for DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2016

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...

Persistent link: https://www.econbiz.de/10011418016