Anna Staszewska-Bystrova

University of Lodz, Department of Economics and Sociology

Chair of Econometric Models and Forecasts

Narutowicza 65 str.

PL 90-131, Lodz

Poland

SCHOLARLY PAPERS

7

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184

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2

CROSSREF CITATIONS

10

Scholarly Papers (7)

Confidence Bands for Impulse Responses: Bonferroni versus Wald

CESifo Working Paper Series No. 4634
Number of pages: 32 Posted: 06 Mar 2014
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 32 (501,233)

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impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process

Confidence Bands for Impulse Responses: Bonferroni versus Wald

DIW Berlin Discussion Paper No. 1354
Number of pages: 34 Posted: 31 Jan 2014
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 21 (569,156)
Citation 5

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Impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process

2.

Bootstrap Confidence Bands for Forecast Paths

Number of pages: 16 Posted: 18 Nov 2009
Anna Staszewska-Bystrova
University of Lodz, Department of Economics and Sociology
Downloads 51 (410,853)

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vector autoregression, forecast path, bootstrapping, simultaneous statistical inference

3.

Estimation of Structural Impulse Responses: Short-Run Versus Long-Run Identifying Restrictions

DIW Berlin Discussion Paper No. 1642
Number of pages: 15 Posted: 20 Feb 2017
Helmut L├╝tkepohl, Anna Staszewska-Bystrova and Peter Winker
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 25 (526,487)
Citation 1

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Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers

4.

Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions

DIW Berlin Discussion Paper No. 1292
Number of pages: 31 Posted: 18 Apr 2013
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 24 (532,372)
Citation 2

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Vector autoregressive process, impulse responses, bootstrap, confidence band

5.

Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions

DIW Berlin Discussion Paper No. 1564
Number of pages: 41 Posted: 29 Mar 2016
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 21 (550,758)

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Impulse responses, joint confidence bands, highest density region, vector autoregressive process

6.

Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review

DIW Berlin Discussion Paper No. 1762
Number of pages: 31 Posted: 21 Oct 2018
Helmut L├╝tkepohl, Anna Staszewska-Bystrova and Peter Winker
Free University of Berlin (FUB), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 10 (622,165)
Citation 2

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Impulse responses, vector autoregressive model, joint confidence bands

7.

Confidence Bands for Impulse Responses: Bonferroni vs. Wald

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 6, pp. 800-821, 2015
Number of pages: 22 Posted: 27 Oct 2015
Helmut Luetkepohl, Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin), University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Downloads 0 (711,284)
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