Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models

Empirical Economics

Volumn 30, Issue 1, 2005, Pages 65-75

  Coenen, Günter ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Autocovariance and autocorrelation functions; Confidence bands; Delta method; Phillips curve; Vector autoregressive models

Indexed keywords

INFLATION; METHODOLOGY; VECTOR AUTOREGRESSION;

NORTH AMERICA; UNITED STATES; WESTERN HEMISPHERE; WORLD;

EID: 17444430029     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-004-0214-8     Document Type: Article

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