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Finite Impulse Response Filters
2013Filtering means preserving certain favored signal frequencies without distorting them while simultaneously suppressing others. Although there are many, many approaches to digital filtering, we focus on Finite Impulse Response (FIR) filters. As the name suggests, these filters have no feedback loops, which means that they stop producing output when the ...
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Impulse response analysis in nonlinear multivariate models
Journal of Econometrics, 1996Gary Koop
exaly
Generalized impulse response analysis in linear multivariate models
Economics Letters, 1998Yongcheol Shin
exaly

