{"id":"https://openalex.org/W2073750267","doi":"https://doi.org/10.1016/j.jmacro.2011.02.007","title":"Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions","display_name":"Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions","publication_year":2011,"publication_date":"2011-03-16","ids":{"openalex":"https://openalex.org/W2073750267","doi":"https://doi.org/10.1016/j.jmacro.2011.02.007","mag":"2073750267"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmacro.2011.02.007","doi":"https://doi.org/10.1016/j.jmacro.2011.02.007","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmacro.2011.02.007","pdf_url":null,"source":{"id":"https://openalex.org/S176795851","display_name":"Journal of Macroeconomics","issn_l":"0164-0704","issn":["0164-0704","1873-152X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Macroeconomics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5065943182","display_name":"Kerk L. Phillips","orcid":"https://orcid.org/0000-0002-4895-4167","observed_orcids":["https://orcid.org/0000-0002-4895-4167"]},"institutions":[{"id":"https://openalex.org/I100005738","display_name":"Brigham Young University","ror":"https://ror.org/047rhhm47","country_code":"US","type":"education","lineage":["https://openalex.org/I100005738"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Kerk L. Phillips","raw_affiliation_strings":["Department of Economics, P.O. Box 22363, Brigham Young University, Provo, UT 84602, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, P.O. Box 22363, Brigham Young University, Provo, UT 84602, USA","institution_ids":["https://openalex.org/I100005738"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014491767","display_name":"David E. Spencer","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I100005738","display_name":"Brigham Young University","ror":"https://ror.org/047rhhm47","country_code":"US","type":"education","lineage":["https://openalex.org/I100005738"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David E. Spencer","raw_affiliation_strings":["Department of Economics, P.O. Box 22363, Brigham Young University, Provo, UT 84602, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, P.O. Box 22363, Brigham Young University, Provo, UT 84602, USA","institution_ids":["https://openalex.org/I100005738"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5065943182"],"corresponding_institution_ids":["https://openalex.org/I100005738"],"apc_list":{"value":3140,"currency":"USD","value_usd":3140},"apc_paid":null,"fwci":1.7063,"has_fulltext":true,"cited_by_count":16,"citation_normalized_percentile":{"value":0.90460754,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"33","issue":"4","first_page":"582","last_page":"594"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0034000000450760126,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.001500000013038516,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/structural-vector-autoregression","display_name":"structural vector autoregression","score":0.8270000219345093},{"id":"https://openalex.org/keywords/bootstrap-confidence-intervals","display_name":"bootstrap confidence intervals","score":0.9079999923706055},{"id":"https://openalex.org/keywords/impulse-response-functions","display_name":"impulse response functions","score":0.9980000257492065},{"id":"https://openalex.org/keywords/scale-adjustment","display_name":"scale adjustment","score":0.7269999980926514},{"id":"https://openalex.org/keywords/confidence-interval-coverage","display_name":"confidence interval coverage","score":0.6919999718666077}],"concepts":[{"id":"https://openalex.org/C207609745","wikidata":"https://www.wikidata.org/wiki/Q4944086","display_name":"Bootstrapping (finance)","level":2,"score":0.7111790180206299},{"id":"https://openalex.org/C44249647","wikidata":"https://www.wikidata.org/wiki/Q208498","display_name":"Confidence interval","level":2,"score":0.6492972373962402},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.6458505392074585},{"id":"https://openalex.org/C66520545","wikidata":"https://www.wikidata.org/wiki/Q7353538","display_name":"Robust confidence intervals","level":3,"score":0.627035915851593},{"id":"https://openalex.org/C72279823","wikidata":"https://www.wikidata.org/wiki/Q1139726","display_name":"Impulse response","level":2,"score":0.6233687996864319},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6069733500480652},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5973019003868103},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5402261018753052},{"id":"https://openalex.org/C13662513","wikidata":"https://www.wikidata.org/wiki/Q5160087","display_name":"Confidence distribution","level":3,"score":0.4971506893634796},{"id":"https://openalex.org/C19619285","wikidata":"https://www.wikidata.org/wiki/Q196372","display_name":"Observational error","level":2,"score":0.44625693559646606},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44606369733810425},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.12376123666763306},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1016/j.jmacro.2011.02.007","doi":"https://doi.org/10.1016/j.jmacro.2011.02.007","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jmacro.2011.02.007","pdf_url":null,"source":{"id":"https://openalex.org/S176795851","display_name":"Journal of Macroeconomics","issn_l":"0164-0704","issn":["0164-0704","1873-152X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Macroeconomics","raw_type":"journal-article"},{"id":"pmh:oai::23503","doi":null,"is_oa":false,"landing_page_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","source":{"id":"https://openalex.org/S4306400553","display_name":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I8204097","host_organization_name":"Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen","host_organization_lineage":["https://openalex.org/I8204097"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"MPRA Paper"},{"id":"pmh:oai::38250","doi":null,"is_oa":false,"landing_page_url":"https://mpra.ub.uni-muenchen.de/38250/1/MPRA_paper_38250.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/38250/1/MPRA_paper_38250.pdf","source":{"id":"https://openalex.org/S4306400553","display_name":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I8204097","host_organization_name":"Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen","host_organization_lineage":["https://openalex.org/I8204097"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"MPRA Paper"},{"id":"pmh:oai:RePEc:pra:mprapa:23503","doi":null,"is_oa":true,"landing_page_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:2073750267","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:pra:mprapa:23503","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:eee:jmacro:v:33:y:2011:i:4:p:582-594","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0164070411000218","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:RePEc:pra:mprapa:23503","doi":null,"is_oa":true,"landing_page_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/23503/1/MPRA_paper_23503.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2073750267.pdf","grobid_xml":"https://content.openalex.org/works/W2073750267.grobid-xml"},"referenced_works_count":18,"referenced_works":["https://openalex.org/W1482241473","https://openalex.org/W1487482207","https://openalex.org/W1602041800","https://openalex.org/W1811963277","https://openalex.org/W1965024584","https://openalex.org/W1969974575","https://openalex.org/W1981248270","https://openalex.org/W1995945562","https://openalex.org/W2019986161","https://openalex.org/W2060143287","https://openalex.org/W2064438094","https://openalex.org/W2089853409","https://openalex.org/W2091020207","https://openalex.org/W2122709922","https://openalex.org/W2130184014","https://openalex.org/W2178649350","https://openalex.org/W2301586494","https://openalex.org/W3121726104"],"related_works":["https://openalex.org/W1531525291","https://openalex.org/W2178649350","https://openalex.org/W3122705075","https://openalex.org/W3126141926","https://openalex.org/W210717799","https://openalex.org/W2301586494","https://openalex.org/W3122721689","https://openalex.org/W7171666759","https://openalex.org/W3129157441","https://openalex.org/W1977015858"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}