Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions-Reference-Cited by-同舟云学术

Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions

Published:2018-10-17 Issue:2 Volume:34 Page:247-267
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J Appl Econ

Author:

Yamamoto Yohei¹

Affiliation:

1. Department of EconomicsHitotsubashi University Tokyo Japan

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2659

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4. Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions;Bai J.;Econometrica,2006

5. Measuring the effects of monetary policy: A factor‐augmented vector autoregressive (FAVAR) approach;Bernanke B. S.;Quarterly Journal of Economics,2005

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