We show how correctly to extend known methods for generating error bands in reduced form
VAR's to overidentified models. We argue that the conventional pointwise bands common in …

In interpreting dynamic multivariate linear models, impulse response functions are of central
interest. Presenting measures of the statistical reliability of estimated impulse responses is …

In interpreting dynamic multivariate linear models, impulse response functions are of central
interest. Presenting measures of the statistical reliability of estimated impulse responses is …

In interpreting dynamic multivariate linear models, impulse response functions are of central
interest. Presenting measures of the statistical reliability of estimated impulse responses is …

We examine the theory and behavior in practice of Bayesian and bootstrap methods for
generating error bands on impulse responses in dynamic linear models. The Bayesian …

Error Bands for Impulse Responses | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ
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We show how correctly to extend known methods for generating error bands in reduced form
VAR's to overidentified models. We argue that the conventional pointwise bands common in …

We show how correctly to extend known methods for generating error bands in reduced form
VAR's to overidentified models. We argue that the conventional pointwise bands common in …

It is shown how to correctly extend known methods for generating error bands in reduced
form VAR's to overidentified models. It is argued that the conventional pointwise bands …

We examine the theory and behavior in practice of Bayesian and bootstrap methods for
generating error bands on impulse responses in dynamic linear models. The Bayesian …