Results 11 to 20 of about 64,993 (239)
Volatility Transmissions in Precious Metals Using Volatility Impulse Response Function Approach [PDF]
مدلسازی اقتصادسنجی, 2017 In this paper, we investigate volatility transmition between four precious metal (gold, silver, platinum, palladium) using a multivariate GARCH model. We also investigate effect of shocks on precious metals using volatility impulse response function. The
naser khiabani, mohamadreza abdolahi
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Electronic Journal of Structural Engineering, 2015 This paper presents a structural damage identification approach based on the time domain impulse response functions, which are extracted from the measured dynamic responses with the input available.
Jun Li, Hong Hao, XINGYU FAN
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Which impulse response function? [PDF]
, 2011 This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model.
Ronayne, David, Ronayne, David
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Impulse response functions for periodic integration [PDF]
Economics Letters, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Franses, Philip Hans, Breitung, J
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On Identification of Transmission Channels for Sonar Based Applications [PDF]
Memoirs of the Scientific Sections of the Romanian Academy, 2011 Impulse response function and time delay estimation from the impulse response signal are considered. The work is looking from the sonar based applications point of view, where the time difference between transmitted pulse and received echo is important ...
Dorel Aiordachioaie
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Load Localization and Reconstruction Using a Variable Separation Method
Shock and Vibration, 2019 Load identification is very important in engineering practice. In this paper, a novel method for load reconstruction and localization is proposed. In the traditional load localization method, location information is coupled to the impulse response matrix.
Jing Zhang, Fang Zhang, Jinhui Jiang
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Nonparametric estimation of generalized impulse response function [PDF]
, 2000 A local linear estimator of generalized impulse response (GIR) functions for nonlinear conditional heteroskedastic autoregressive processes is derived and shown to be asymptotically normal. A plug-in bandwidth is obtained that minimizes the asymptotical mean squared error of the GIR estimator.
Tschernig, Rolf, Yang, Lijian
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Economic Journal of Emerging Markets, 2009 This paper examines the effect of real exchange rate growth shock on the Indonesia economic performance by considering quarterly data of inflation, output growth and current account growth.
Darwanto Darwanto
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A Compatible Baseline Correction Algorithm for Strong-Motion Data
Terrestrial, Atmospheric and Oceanic Sciences, 2012 In physics, acceleration, velocity, and displacement should be convertible with each other. However, many strong-motion data do not meet this requirement; the double integration of a disseminated acceleration might not be the same as the corresponding ...
Hung-Chie Chiu
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The temporal impulse response function in infantile nystagmus
Vision Research, 2008 Despite rapid to-and-fro motion of the retinal image that results from their incessant involuntary eye movements, persons with infantile nystagmus (IN) rarely report the perception of motion smear. We performed two experiments to determine if the reduction of perceived motion smear in persons with IN is associated with an increase in the speed of the ...
Bedell, Harold E. +5 more
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