How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: How accurate are confidence intervals for impulse responses in large VAR models? |
scientific article; zbMATH DE number 1521824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How accurate are confidence intervals for impulse responses in large VAR models? |
scientific article; zbMATH DE number 1521824 |
Statements
How accurate are confidence intervals for impulse responses in large VAR models? (English)
0 references
26 October 2000
0 references
monetary policy
0 references
bootstrap
0 references
delta method
0 references
Monte Carlo integration
0 references
0 references
