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Nonparametric local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2024
Persistent link: https://www.econbiz.de/10015207055
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Nonparametric local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2024
Persistent link: https://www.econbiz.de/10015163034
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When do state-dependent local projections work?
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2022
Persistent link: https://www.econbiz.de/10013332588
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State-dependent local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2023
Persistent link: https://www.econbiz.de/10014311197
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When do state-dependent local projections work?
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2022
Persistent link: https://www.econbiz.de/10013187676
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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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Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz - In: Journal of forecasting 20 (2001) 3, pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788
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Structural vector autoregressions
Kilian, Lutz - 2011
Persistent link: https://www.econbiz.de/10009310186