@article{a1f46d3573a14085b902436377dfefad,
title = "Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems",
abstract = "We show an alternative representation for the asymptotic distributions of impulse responses in cointegrated VAR systems. Our representation has the advantage that the asymptotic variances are convergent at long horizons.",
keywords = "C32, Cointegration, Impulse response, Reduced rank regression",
author = "Yoichi Arai and Taku Yamamoto",
note = "Funding Information: Arai{\textquoteright}s research was partially supported by the Japan Society for the Promotion of Science and Yamamoto{\textquoteright}s research was partially supported by the Ministry of Education, Science and Culture under Grants-in-Aid No. 10630021. ",
year = "2000",
month = jun,
doi = "10.1016/s0165-1765(99)00278-5",
language = "English",
volume = "67",
pages = "261--271",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "3",
}