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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?)
- Short-memory and the PPP hypothesis
- Impulse response functions for periodic integration
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Computing time-consistent equilibria: a perturbation approach
- Enhancing dominant modes in nonstationary time series by means of the symbolic resonance analysis
- Impulse response analysis in nonlinear multivariate models
- VAR for VaR: measuring tail dependence using multivariate regression quantiles
- Large shocks vs. small shocks. (Or does size matter? May be so.)
- Solving DSGE models with a nonlinear moving average
- The impulse analysis of the T-S fuzzy singular system via Kronecker index
- Modelling nonlinearities in equity returns: the mean impact curve analysis
- Speed of adjustment in cointegrated systems
- Absorption of shocks in nonlinear autoregressive models
- A floor and ceiling model of US output
- 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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