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Impulse-response functions for chromatic and achromatic stimuli
Journal of the Optical Society of America A, 1993Thresholds were measured for detecting pairs of briefly flashed stimuli displayed successively at variable onset asynchronies. The stimuli were 1 cycle/deg vertical sinusoidal gratings, modulated either in luminance (yellow–black) or in color (red–green).
BURR, DAVID CHARLES, M. C. MORRONE
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Multivariate Quantile Impulse Response Functions
Journal of Time Series Analysis, 2019A reduced form multivariate quantile autoregressive model is developed to study heterogeneity in the effects of macroeconomic shocks. This framework is used for forecasting and for constructing quantile impulse response functions that explore dynamic heterogeneity in the response of endogenous variables to different shocks.
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Estimating shocks and impulse response functions
Journal of Applied Econometrics, 2001AbstractThis paper examines the issue of how to identify the shocks in a cointegrated VAR when the following assumptions are made: the variables can be classified as endogenous or exogenous, there are as many cointegrating relations as endogenous variables, the cointegrating vectors are identified and they contain at least one exogenous variable. It is
Michael R. Wickens, Roberto Motto
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Small-sample Confidence Intervals for Impulse Response Functions [PDF]
Review of Economics and Statistics, 1998 Bias-corrected bootstrap confidence intervals explicitly account for the bias and skewness of the small-sample distribution of the impulse response estimator, while retaining asymptotic validity in stationary autoregressions. Monte Carlo simulations for a wide range of bivariate models show that in small samples bias-corrected bootstrap intervals tend ...
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2008
Sims (1980) questioned the way classical simultaneous equations models were specified and identified. He argued in particular that the exogeneity assumptions for some of the variables are often problematic. As an alternative he advocated the use of vector autoregressive (VAR) models for macroeconometric analysis. These models have the form where y t = (
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Sims (1980) questioned the way classical simultaneous equations models were specified and identified. He argued in particular that the exogeneity assumptions for some of the variables are often problematic. As an alternative he advocated the use of vector autoregressive (VAR) models for macroeconometric analysis. These models have the form where y t = (
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Transfer function determination from impulse response via walsh functions
International Journal of Circuit Theory and Applications, 1980AbstractThis paper presents a new method for calculating a rational transfer function matrix using a Walsh expansion of the impulse response matrix. The algorithm proposed appears to be computationally convenient owing to certain properties of the Walsh functions. An example is given to illustrate the method.
Paraskevopoulos, P. N. +1 more
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Errors involved in computing impulse response functions via frequency response functions
Mechanical Systems and Signal Processing, 1992Abstract This paper discusses the errors that are introduced when calculating the impulse response function from the frequency response function using DFT/FFT analysis technique. The impulse response function is used in many applications of system analysis where a description of the system characteristics is preferred in the time domain rather than ...
Henrik Herlufsen, Svend Gade
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AGRICULTURAL PUBLIC SPENDING AND IMPULSE RESPONSE FUNCTIONS
2023This article assesses the impact of public agricultural expenditure on real agricultural value added in Mali. Economic shocks and causes allow the state to adopt an appropriate agricultural policy response to avoid agricultural health consequences. To achieve this, the Vector autoregression (VAR) model was used to estimate the function.
KASSOGUÉ, Boukary +4 more
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Transfer function phase and truncated impulse response
The Journal of the Acoustical Society of America, 1989Transfer function (TF) phase can be analyzed from the impulse response in a vibrating system. This letter analyzes the truncated impulse response of such a system and its phase characteristic by using a simple two-pole model. The estimated phase turns out to be highly sensitive to the window length of the truncated impulse response used for phase ...
Mikio Tohyama, Richard H. Lyon
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Impulse-Response Function of Periodically Supported Systems
The Journal of the Acoustical Society of America, 1972A number of works have recently appeared dealing with the response of homogeneous structural systems to which are attached line or point impedances at periodic intervals. In most of these works the analyses were performed in a form that mixes the spatial-vector and wave-vector domains. (The domains are related by a Fourier transformation.) Indeed, as a
G. Maidanik, A. J. Tucker
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