Asymoptic normal and bootstrap inference in structural VAR analysis

Journal of Forecasting

Volumn 15, Issue 4, 1996, Pages 329-341

  Fachin, Stefano ^a,b,c   Bravetti, Luca ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c Italian Civil Service

Author keywords

Bootstrap; Impulse response functions; Monte Carlo; Structural VAR

Indexed keywords

EID: 0040771239     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(199607)15:4<329::aid-for610>3.0.co;2-w     Document Type: Article

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