Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
In recent years, vector autoregressive models have become standard tools for economic analyses. Impulse response functions and forecast error variance decompositions are usually computed from these models in order to investigate the interrelationships within the system. However, sometimes no measures of estimation uncertainty are provided by authors. One reason may be that the relevant asymptotic distribution theory is distributed over various publications. In this article, the available results are summarized and the missing links are provided in order to facilitate the computation of standard errors and test statistics. Copyright 1990 by MIT Press.