Work

Calculating joint confidence bands for impulse response functions using highest density regions

Year: 2017

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-017-1325-3

Authors: Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker

Institutions: German Institute for Economic Research, Freie Universität Berlin, University of Łódź, Justus-Liebig-Universität Gießen

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Macquarie University, University of New South Wales, University of Sydney

OpenAlex ID: W2337037368

FWCI: 5.14

Cites: 17

Cited by: 16

Related to: 10