Pages that link to "Item:Q1575615"

The following pages link to Nonlinear impulse response functions (Q1575615):

Displaying 18 items.

• Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
• VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
• Speed of adjustment in cointegrated systems (Q736565) (← links)
• Short-memory and the PPP hypothesis (Q956508) (← links)
• Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
• Impulse response analysis in nonlinear multivariate models (Q1126497) (← links)
• A floor and ceiling model of US output (Q1391759) (← links)
• Deterministic impulse response in a nonlinear model. An analytical expression (Q1934061) (← links)
• Solving DSGE models with a nonlinear moving average (Q1994189) (← links)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
• Computing time-consistent equilibria: a perturbation approach (Q2136954) (← links)
• Impulse response analysis for structural dynamic models with nonlinear regressors (Q2236885) (← links)
• MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA (Q3426144) (← links)
• Enhancing dominant modes in nonstationary time series by means of the symbolic resonance analysis (Q3636669) (← links)
• RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY (Q4669683) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• The impulse analysis of the T-S fuzzy singular system via Kronecker index (Q5025894) (← links)
• Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)