Corrigendum to ``Inference on impulse response functions in structural VAR models

DOI10.1016/j.jeconom.2017.08.020zbMath1452.91237OpenAlexW2904774520MaRDI QIDQ1740279

Lutz Kilian, Atsushi Inoue

Publication date: 30 April 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.08.020

zbMATH Keywords

mediansimultaneous inferencevector autoregressionmodeimpulse responsessign restrictionscredible set

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

(Machine) learning parameter regions ⋮ Joint Bayesian inference about impulse responses in VAR models

Cites Work

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• Inference on impulse response functions in structural VAR models
• A statistical model for random rotations

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