… The error bands we discuss are meant to characterize the shape of the likelihood function,
or of the likelihood function multiplied by the type of reference prior widely used in reporting …

… error is significant if the length L of one period is shorter than the length of the impulse response
… high enough to overcome the time-aliasing error. Our measurement system allows the …

… , a confidence band around impulse responses constructed … impulse response space.
While both methods are conservative, we show that Bonferroni may result in smaller error bands …

… the impulse response of the … impulse response along with the signal parameters (time-delay
and Doppler frequency), it is important to know the absolute limit, in the mean square error (…

… joint confidence bands for impulse response functions which … inferences about the complete
impulse response paths up to a … on a suitable confidence band for a structural VAR analysis. …

… Conditional error bands distill the variability of each impulse response estimate from the …
correlation with previous impulse response coefficients. Conditional bands therefore give a …

… forecast error impulses are just not the kinds of impulses that … get a confidence band around
an impulse response function. … ), who propose likelihoodcharacterizing error bands instead. …

… out that a suitable choice of variable for fixing the signs of the responses and, hence, of the
shocks, can result in substantial reductions in the confidence bands for impulse responses. …

… We construct error bands for the structurai impulse responses under the Blanchard-Quah
identification, which relies on long-run restrictions. The original article presented what were …

… The final set of experiments evaluates the standard error estimates of the impulse response
coefficients (which are commonly used to display error bands around impulse responses). In …