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AuthorLütkepohl, Helmut (1)Staszewska-Bystrova, Anna (1)
Winker, Peter (1)
SubjectImpulse responses (1)joint confidence bands (1)
vector autoregressive model (1)
... View MoreDate Issued
2018 (1)
Has File(s)Yes (1)

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Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review 

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter (2018-09-30)
Methods for constructing joint confidence bands for impulse response functions which are commonly used in vector autoregressive analysis are reviewed. While considering separate intervals for each horizon individually ...

University of Lodz Repository

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University of Lodz Repository

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