Nonlinear impulse response functions

DOI10.1016/S0165-1889(99)00013-5MaRDI QIDQ1575615zbMATH OpenOpenAlexFDO

Authors N. Delaunay

Publication date 21 August 2000

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1889(99)00013-5

zbMATH Keywords

impulse response functiongeneralized impulse response functionmeasures of persistence

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

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• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Impulse response analysis in nonlinear multivariate models
• Nonlinear Dynamic Structures
• Parameter uncertainty and impulse response analysis

Cited in

(24)

• scientific article; zbMATH DE number 3926034 (Why is no real title available?)
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• MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA
• Deterministic impulse response in a nonlinear model. An analytical expression
• Impulse response analysis for structural dynamic models with nonlinear regressors
• Bayesian flexible local projections
• Some restrictions of the non-causal impulse response functions
• Nonlinear Dynamic Structures
• State-dependent local projections
• RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers

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