International Finance Discussion Papers: Exact Confidence Intervals for Impulse Responses in a Gaussian Vector Autoregression

By Jonathan H. Wright

Many techniques have been proposed for forming confidence intervals for the impulse responses in a vector autoregression. However, numerous Monte-Carlo simulations have shown that all of these methods... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288731566
• ISBN13: 9781288731565
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 26 Pages
• Weight: 0.15 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"