Text this: How accurate are confidence intervals for impulse responses in large VAR models?

            _____     ____       ___    __    __  
    ___    |  ___||  |  _ \\    / _ \\  \ \\ / // 
   /   ||  | ||__    | |_| ||  | / \ ||  \ \/ //  
  | [] ||  | ||__    | .  //   | \_/ ||   \  //   
   \__ ||  |_____||  |_|\_\\    \___//     \//    
    -|_||  `-----`   `-` --`    `---`       `     
     `-`