A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals
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- Helge Berger & Pär Österholm, 2011.
"Does Money matter for U.S. Inflation? Evidence from Bayesian VARs,"
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- Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
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