Results 11 to 20 of about 62,188 (257)
The Iraqi Journal of Agricultural science, 2023 This research aimed to measure and analyze the impact of exchange rate shocks on some variables of the Iraqi economy during (1990-2022), because of the different effects of these shocks on the macroeconomic variables represented in money supply and ...
R. T. Al-Wasity, Hala A. Al-Attabi
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Nonlinear impulse response functions [PDF]
Journal of Economic Dynamics and Control, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymmetric volatility impulse response functions
Economics Letters, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hafner, Christian M., Herwartz, Helmut
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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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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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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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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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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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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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