How accurate are confidence intervals for impulse responses in large VAR models?

Economics Letters

Volumn 69, Issue 3, 2000, Pages 299-307

  Kilian, Lutz ^a,b   Chang, Pao Li ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

^b CEPR   (United Kingdom)

Author keywords

Bootstrap; C32; C53; Delta method; Monetary policy; Monte Carlo integration

Indexed keywords

EID: 0034362656     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00315-3     Document Type: Article

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