Exact confidence intervals for impulse responses in a Gaussian vector autoregression
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- Goncalves, Silvia & Kilian, Lutz, 2004.
"Bootstrapping autoregressions with conditional heteroskedasticity of unknown form,"
Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
- Gonçalves, Sílvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
- Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
- GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
- Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
- Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?," Macroeconomics 0311004, University Library of Munich, Germany.
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Keywords
Vector autoregression; Macroeconomics;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2000-10-31 (Econometrics)
- NEP-ETS-2000-10-31 (Econometric Time Series)
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