@misc{InoueKilian2020,
  author    = {Atsushi Inoue and Lutz Kilian},
  title     = {Joint Bayesian inference about impulse responses in VAR models},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 650},
  number    = {First draft: January 21, 2020. This version: November 2, 2020},
  url       = {https://ssrn.com/abstract=3759335},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {650},
  type      = {workingpaper},
  pages     = {55},
  year        = {2020},
}