COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS

By Alexander Benkwitz, Helmut Lütkepohl, J. Wolters. Macroeconomic Dynamics, 2001

132 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/818e3e503a32616445e5ed545850dfc2b803d77b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Koen Pauwels
2. Shuba Srinivasan
3. Markku Lanne
4. Vincent R. Nijs
5. H. Luetkepohl
6. Dominique M. Hanssens
7. Helmut Lütkepohl
8. Muhammad Shahbaz

In Finance

1. H. Luetkepohl
2. Koen Pauwels
3. Shuba Srinivasan
4. Markku Lanne
5. Vincent R. Nijs
6. Muhammad Shahbaz
7. Xueming Luo
8. Theodore Panagiotidis

Citations in the corpus

• Structural Vector Autoregressions With Nonnormal Residuals (2010, methodology): “Although we have just discussed the B model for ease of exposition, similar considerations apply for the more general so-called AB-model of Amisano and Giannini (1997) (see also L˜utkepohl (2005, Chapter 9)).”
• Retail-Price Drivers and Retailer Profits (2007, methodology): “…GFEVD values at 26 weeks, which reduces sensitivity to short-term fluctuations.7 To evaluate the accuracy of our GFEVD estimates, we obtain standard errors using Monte Carlo simulations (see Benkwitz et al. 2001, Horváth 2003 for an equivalent procedure to estimate the standard errors for IRFs).”