Narutowicza 65 str.
PL 90-131, Lodz
University of Lodz, Department of Economics and Sociology
impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process
Impulse responses, Bayesian error bands, frequentist confidence bands, Wald statistic, vector autoregressive process
vector autoregression, forecast path, bootstrapping, simultaneous statistical inference
Impulse responses, structural vector autoregressive model, longrun multipliers, short-run multipliers
Vector autoregressive process, impulse responses, bootstrap, confidence band
Impulse responses, joint confidence bands, highest density region, vector autoregressive process
Impulse responses, vector autoregressive model, joint confidence bands
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