Estimating impulse response functions when the shock series is observed

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 180
Issue: C
Pages: 71-75

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We compare the finite sample performance of a variety of consistent approaches to estimating impulse response functions (IRFs) in a linear setup when the shock of interest is observed. Although there is no uniformly superior approach, iterated approaches turn out to perform well in terms of root mean-squared error (RMSE) in diverse environments and sample sizes. For smaller sample sizes, the inclusion of all ‘relevant’ variables is not always desirable.

Technical Details

RePEc Handle
repec:eee:ecolet:v:180:y:2019:i:c:p:71-75
Journal Field
General
Author Count
2
Added to Database
2026-01-25