Inference for Impulse Responses under Model Uncertainty

Keyphrases

• Model Uncertainty 100%
• Impulse Response 100%
• Cointegration Rank 100%
• Simulation Study 66%
• Macroeconomics 66%
• Invalid 33%
• Bootstrap Inference 33%
• Fiscal Shocks 33%
• Macroeconomic Analysis 33%
• Applied Macroeconomics 33%
• VAR Model 33%
• Handling Model 33%
• Bootstrap Confidence Interval 33%
• Identification Scheme 33%

INIS

• applications 100%
• simulation 100%
• impulse 100%
• data 50%
• levels 50%
• policy 50%
• size 50%
• accounting 50%

Economics, Econometrics and Finance

• Macroeconomics 100%
• Fiscal Policy 33%