Work

Comparison of methods for constructing joint confidence bands for impulse response functions

Year: 2013

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2013.08.003

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: Deutscher Akademischer Austauschdienst, Deutsche Forschungsgemeinschaft, European Research Consortium for Informatics and Mathematics, Ministerstwo Edukacji i Nauki, Freie Universität Berlin, Deutsche Bundesbank

Award: G6846759152

OpenAlex ID: W3023904636

FWCI: 12.84

Cites: 27

Cited by: 60

Related to: 10