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Working papers

Mar 25 2019 Atsushi Inoue and Lutz Kilian
  The uniform validity of impulse response inference in autoregressions
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Dec 02 2015 Mototsugu Shintani and Zi-yi Guo
  Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach
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Dec 01 2014 Pablo Guerron-quintana , Atsushi Inoue and Lutz Kilian
  Impulse response matching estimators for DSGE models
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