A generalized method of impulse identification

DOI10.1016/S0165-1765(01)00509-2MaRDI QIDQ5958416zbMATH OpenWikidataFDO

Authors Yi Wen

Publication date 3 March 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(01)00509-2

zbMATH Keywords

impulse responseseasonal adjustmentshock identificationspectral analysistime-series decomposition

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

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Cites work

• Time to Build and Aggregate Fluctuations

Cited in

(3)

• Identification of seasonal effects in impulse responses using score-driven multivariate location models
• Structural VAR models in the frequency domain
• The measurement of export instability: a methodological note

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