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Simultaneous confidence bands: Theory, implementation, and an application to SVARs

Citations

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Cited by:

  1. Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
  2. Carter, Colin A. & Steinbach, Sandro, 2024. "Did grain futures prices overreact to the Russia–Ukraine war due to herding?," Journal of Commodity Markets, Elsevier, vol. 35(C).
  3. Atsushi Inoue & Lutz Kilian, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," Working Papers 2030, Federal Reserve Bank of Dallas.
  4. Feng, Junlong & Lee, Sokbae, 2025. "Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds," Journal of Econometrics, Elsevier, vol. 247(C).
  5. Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024. "Wild inference for wild SVARs with application to heteroscedasticity-based IV," Papers 2407.03265, arXiv.org, revised Nov 2024.
  6. Kim, Dongin & Steinbach, Sandro & Zurita, Carlos, 2024. "Deep trade agreements and agri-food global value chain integration," Food Policy, Elsevier, vol. 127(C).
  7. Steinbach, Sandro & Yildirim, Yasin, . "Grain Futures Market Response to the Black Sea Grain Initiative," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 73(2).
  8. Brian Cho & Ana-Roxana Pop & Ariel Evnine & Nathan Kallus, 2025. "SNPL: Simultaneous Policy Learning and Evaluation for Safe Multi-Objective Policy Improvement," Papers 2503.12760, arXiv.org, revised Mar 2025.
  9. Jiafeng Chen & Edward Glaeser & David Wessel, 2022. "JUE Insight: The (Non-)Effect of Opportunity Zones on Housing Prices," Papers 2204.06967, arXiv.org.
  10. Steinbach, Sandro, 2023. "The Russia–Ukraine war and global trade reallocations," Economics Letters, Elsevier, vol. 226(C).
  11. Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  12. Jochen Güntner & Magnus Reif & Maik Wolters, 2024. "Sudden stop: Supply and demand shocks in the German natural gas market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1282-1300, November.
  13. Montiel Olea, José Luis & Nesbit, James, 2021. "(Machine) learning parameter regions," Journal of Econometrics, Elsevier, vol. 222(1), pages 716-744.
  14. Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
  15. Jiménez-Durán, Rafael, 2022. "The economics of content moderation: Theory and experimental evidence from hate speech on Twitter," Working Papers 324, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
  16. Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2025. "Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach," Journal of Econometrics, Elsevier, vol. 249(PB).
  17. Di, Wenhua & Pattison, Nathaniel, 2023. "Industry Specialization and Small Business Lending," Journal of Banking & Finance, Elsevier, vol. 149(C).
  18. Atsushi Inoue & Òscar Jordà & Guido M Kuersteiner, 2026. "Inference for local projections," The Econometrics Journal, Royal Economic Society, vol. 29(1), pages 2-26.
  19. Meierrieks, Daniel & Schaub, Max, 2024. "Terrorism and child mortality," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 33(1), pages 21-40.
  20. Goyal, Raghav & Steinbach, Sandro, 2023. "Agricultural commodity markets in the wake of the black sea grain initiative," Economics Letters, Elsevier, vol. 231(C).
  21. Steinbach, Sandro, 2022. "Port congestion, container shortages, and U.S. foreign trade," Economics Letters, Elsevier, vol. 213(C).
  22. Lynda Khalaf & Beatriz Peraza López, 2020. "Simultaneous Indirect Inference, Impulse Responses and ARMA Models," Econometrics, MDPI, vol. 8(2), pages 1-26, April.
  23. Clément de Chaisemartin & Xavier D’Haultfoeuille, 2025. "Under the null of valid specification, pre-tests cannot make post-test inference liberal," Working Papers 2025-03, Center for Research in Economics and Statistics.
  24. Richard Bluhm & Christian Lessmann & Paul Schaudt, 2021. "The Political Geography of Cities," SoDa Laboratories Working Paper Series 2021-11, Monash University.
  25. Rigoberto Lopez & Keenan Marchesi & Sandro Steinbach, 2024. "Dollar store expansion and independent grocery retailer contraction," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(2), pages 514-533, June.
  26. Bedsworth, Fredrick & Weber, Bryan & Willardsen, Kevin, 2025. "Evaluating the effectiveness of freeway speed cameras: Evidence from a natural experiment in Dayton, Ohio," Transportation Research Part A: Policy and Practice, Elsevier, vol. 200(C).
  27. Uwe Hassler & Marc-Oliver Pohle & Tanja Zahn, 2025. "Simultaneous Inference Bands for Autocorrelations," Papers 2503.18560, arXiv.org, revised Aug 2025.
  28. Konan Hara & Yuki Ito & Paul S. Koh, 2025. "Identification and Estimation of Dynamic Games with Unknown Information Structure," Working papers 2025rwp-267, Yonsei University, Yonsei Economics Research Institute.
  29. José Luis Montiel Olea & Mikkel Plagborg‐Møller, 2021. "Local Projection Inference Is Simpler and More Robust Than You Think," Econometrica, Econometric Society, vol. 89(4), pages 1789-1823, July.
  30. Romeo, Charles & Sandler, Ryan, 2021. "The effect of debt collection laws on access to credit," Journal of Public Economics, Elsevier, vol. 195(C).
  31. Colin A. Carter & Sandro Steinbach & Xiting Zhuang, 2023. "Supply chain disruptions and containerized agricultural exports from California ports," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(2), pages 1051-1071, June.
  32. Inoue, Atsushi & Kilian, Lutz, 2020. "The uniform validity of impulse response inference in autoregressions," Journal of Econometrics, Elsevier, vol. 215(2), pages 450-472.
  33. Constantino Carreto & Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2024. "xtevent: Estimation and Visualization in the Linear Panel Event-Study Design," Working Papers 24-15, Federal Reserve Bank of Philadelphia.
  34. repec:ags:aaea22:336007 is not listed on IDEAS
  35. Chen, Jiafeng & Glaeser, Edward & Wessel, David, 2023. "JUE Insight: The (non-)effect of opportunity zones on housing prices," Journal of Urban Economics, Elsevier, vol. 133(C).
  36. Jonas E. Arias & Juan F. Rubio‐Ramírez & Daniel F. Waggoner, 2025. "Uniform Priors for Impulse Responses," Econometrica, Econometric Society, vol. 93(2), pages 695-718, March.
  37. Simon Freyaldenhoven & Christian Hansen, 2025. "(Visualizing) Plausible Treatment Effect Paths," Working Papers 25-27, Federal Reserve Bank of Philadelphia.
  38. Rafael Jimenez-Duran, 2021. "The Economics of Content Moderation: Theory and Experimental Evidence from Hate Speech on Twitter," Natural Field Experiments 00754, The Field Experiments Website.
  39. Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2020. "Uniform Priors for Impulse Responses," Working Papers 22-30, Federal Reserve Bank of Philadelphia.
  40. Watzinger, Martin & Schnitzer, Monika, 2022. "The Breakup of the Bell System and its Impact on US Innovation," CEPR Discussion Papers 17635, Centre for Economic Policy Research.
  41. repec:ags:aaea22:335481 is not listed on IDEAS
  42. Rubli, Adrian, 2023. "Trade-offs between access and quality in healthcare: Evidence from retail clinics in Mexico," Journal of Public Economics, Elsevier, vol. 224(C).
  43. Justine Hastings & Ryan Kessler & Jesse M. Shapiro, 2021. "The Effect of SNAP on the Composition of Purchased Foods: Evidence and Implications," American Economic Journal: Economic Policy, American Economic Association, vol. 13(3), pages 277-315, August.
  44. Weale, Martin & Wieladek, Tomasz, 2025. "What are the macroeconomic effects of state-dependent forward guidance?," Journal of Economic Dynamics and Control, Elsevier, vol. 178(C).
  45. Luis Alvarez & Bruno Ferman, 2023. "Extensions for Inference in Difference-in-Differences with Few Treated Clusters," Papers 2302.03131, arXiv.org.
  46. Fusejima, Koki & Ishihara, Takuya & Sawada, Masayuki, 2025. "A unified test for regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 251(C).
  47. Ling Li & Shawn Rohlin & Perry Singleton, 2022. "Labor Unions and Workplace Safety," ILR Review, Cornell University, ILR School, vol. 75(2), pages 402-426, March.
  48. Carter, Colin A. & Steinbach, Sandro & Zhuang, Xiting, 2022. "Global Container Trade Disruptions and U.S. Agricultural Exports," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322364, Agricultural and Applied Economics Association.
  49. Roth, Jonathan & Sant’Anna, Pedro H.C. & Bilinski, Alyssa & Poe, John, 2023. "What’s trending in difference-in-differences? A synthesis of the recent econometrics literature," Journal of Econometrics, Elsevier, vol. 235(2), pages 2218-2244.
  50. Masahiro Tanaka, 2025. "Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method," Papers 2503.20249, arXiv.org, revised May 2026.
  51. Steinbach, Sandro, 2023. "The Corporatization of Veterinary Medicine: An Empirical Analysis of Its Impact on Independent Practices," 2023 Annual Meeting, July 23-25, Washington D.C. 335481, Agricultural and Applied Economics Association.
  52. Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido, 2023. "Significance Bands for Local Projections," CEPR Discussion Papers 18271, Centre for Economic Policy Research.
  53. Abdul-Nasah Soale & Emmanuel Selorm Tsyawo, 2023. "Clustered Covariate Regression," Papers 2302.09255, arXiv.org, revised Jul 2025.
  54. Pesner, Matthew, 2024. "Public pensions and retirement: Evidence from the Railroad Retirement Act," Journal of Public Economics, Elsevier, vol. 238(C).
  55. Biewen, Martin & Fitzenberger, Bernd & Seckler, Matthias, 2020. "Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap," Labour Economics, Elsevier, vol. 67(C).
  56. Mücke, Christian, 2023. "Bank dividend restrictions and banks' institutional investors," SAFE Working Paper Series 392, Leibniz Institute for Financial Research SAFE.
  57. Franziska Zimmert & Michael Zimmert, 2024. "Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 1149-1171, September.
  58. Pooyan Amir‐Ahmadi & Thorsten Drautzburg, 2021. "Identification and inference with ranking restrictions," Quantitative Economics, Econometric Society, vol. 12(1), pages 1-39, January.
  59. Connolly, Cristina & Graziano, Marcello & McDonnell, Alyssa & Steinbach, Sandro, 2023. "The Impact of Repealing Sunday Blue Laws on Alcohol Sales and Retail Competition," 2023 Annual Meeting, July 23-25, Washington D.C. 336007, Agricultural and Applied Economics Association.
  60. Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
  61. Shah, Syed Sadaqat Ali & Wu, Kai, 2025. "How effective are green spending multipliers? Eco-friendly vs non-eco-friendly spending in OECD economies," Energy Policy, Elsevier, vol. 204(C).
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