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How accurate are confidence intervals for impulse responses in large VAR models? Author info | Abstract | Publisher info | Download info | Related research | Statistics Kilian, Lutz
Chang, Pao-Li
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Article provided by Elsevier in its journal Economics Letters .
Volume (Year): 69 (2000)
Issue (Month): 3 (December)
Pages: 299-307
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Handle: RePEc:eee:ecolet:v:69:y:2000:i:3:p:299-307Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet
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Elena Pesavento & Barbara Rossi, 2006.
"Impulse Responses Confidence Intervals for Persistent Data: What Have We Learned? ,"
Emory Economics
0603, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions:
Pesavento, Elena & Rossi, Barbara, 2006.
"Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? ,"
Working Papers
06-03, Duke University, Department of Economics.
[Downloadable!] Elena Pesavento, Barbara Rossi, 2006.
"Impulse Response Confidence Intervals for Persistent Data: What Have We Learned? ,"
Economics Working Papers
ECO2006/19, European University Institute.
[Downloadable!] Pesavento, Elena & Rossi, Barbara, 2007.
"Impulse response confidence intervals for persistent data: What have we learned? ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 31(7), pages 2398-2412, July.
[Downloadable!] (restricted) Elena Pesavento & Barbara Rossi, 2003.
"Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure ,"
Emory Economics
0326, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions:
Elena Pesavento & Barbara Rossi, 2004.
"Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure ,"
Econometrics
0411002, EconWPA.
[Downloadable!] Rossi, Barbara & Pesavento, Elena, 2003.
"Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure ,"
Working Papers
03-23, Duke University, Department of Economics.
[Downloadable!] Pesavento, Elena & Rossi, Barbara, 2005.
"Do Technology Shocks Drive Hours Up Or Down? A Little Evidence From An Agnostic Procedure ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 9(04), pages 478-488, September.
[Downloadable!] Ralf Brüggemann, 2006.
"Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions ,"
SFB 649 Discussion Papers
SFB649DP2006-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Barbara Rossi & Elena Pesavento, 2004.
"Do Technology Shocks Drive Hours Up or Down? ,"
Econometric Society 2004 North American Summer Meetings
96, Econometric Society.
[Downloadable!]
Kilian, Lutz & Kim, Yun Jung, 2009.
"Do Local Projections Solve the Bias Problem in Impulse Response Inference? ,"
CEPR Discussion Papers
7266, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Edda Claus & Mardi Dungey & Renee Fry, 2006.
"Monetary Policy In Illiquid Markets: Options For A Small Open Economy ,"
CAMA Working Papers
2006-17, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
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