Impulse response analysis in nonlinear multivariate models (Q1126497)
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scientific article; zbMATH DE number 955410
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| English | Impulse response analysis in nonlinear multivariate models |
scientific article; zbMATH DE number 955410 |
Statements
Impulse response analysis in nonlinear multivariate models (English)
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14 July 1997
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persistence
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threshold autoregressive models
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nonlinear vector autoregressions
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linear models
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unified approach
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impulse response analysis
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multivariate models
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nonlinear models
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generalized impulse response function
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measures of shock persistence
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asymmetric effects of shocks
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US output
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unemployment rate
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0.8376803994178772
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0.7978938817977905
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0.783677339553833
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