Assessing Structural VARs
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This paper analyzes the quality of VAR-based procedures for estimating the response of the economy to a shock. We focus on two key issues. First, do VAR-based confidence intervals accurately reflect the actual degree of sampling uncertainty associated with impulse response functions? Second, what is
本文针对基于向量自回归模型（Vector Autoregression, VAR）的方法在估计经济对冲击的响应时的质量展开分析。本文聚焦两大核心议题：其一，基于VAR的置信区间能否精准反映脉冲响应函数（Impulse Response Function, IRF）所对应的实际抽样不确定性水平；其二，何为
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美国国家经济研究局创建时间：
2006-07-01
