Impulse response analysis in nonlinear multivariate models (Q1126497): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Are Output Fluctuations Transitory? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Dynamic Structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4397010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4349833 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian long-run prediction in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cointegration and speed of convergence to equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear impulse response functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4720653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank

Latest revision as of 16:13, 24 May 2024

scientific article
Language Label Description Also known as
English
Impulse response analysis in nonlinear multivariate models
scientific article

    Statements

    Impulse response analysis in nonlinear multivariate models (English)
    0 references
    0 references
    0 references
    0 references
    14 July 1997
    0 references
    0 references
    persistence
    0 references
    threshold autoregressive models
    0 references
    nonlinear vector autoregressions
    0 references
    linear models
    0 references
    unified approach
    0 references
    impulse response analysis
    0 references
    multivariate models
    0 references
    nonlinear models
    0 references
    generalized impulse response function
    0 references
    measures of shock persistence
    0 references
    asymmetric effects of shocks
    0 references
    US output
    0 references
    unemployment rate
    0 references
    0 references