Results 211 to 220 of about 74,583 (265)

Parameter uncertainty and impulse response analysis

Journal of Econometrics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +3 more sources

Impulse response analysis in nonlinear multivariate models

Journal of Econometrics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Simon M Potter
exaly   +3 more sources

Impulse Response Analysis at the Zero Lower Bound

2023
We study whether the response of the economy to structural shocks changes at the zero lower bound. Monte Carlo evidence suggests that VARs have a limited ability to detect changes in impulse response functions at the ZLB compared to the standard environment with positive interest rates.
Benati, Luca, Lubik, Thomas A.
openaire   +2 more sources

Impulse response analysis of baroreceptor sensitivity

American Journal of Physiology-Heart and Circulatory Physiology, 1997
The impulse response function (IRF) can express the dynamic relationship between systolic arterial pressure (SAP) and pulse interval (PI) and, consequently, represents an alternative method to assess baroreceptor sensitivity (BRS) in humans. Five normotensive and 13 hypertensive subjects (age 68 +/- 5 yr, range 60-74 yr) were studied at rest in the ...
R B, Panerai, M A, James, J F, Potter
openaire   +2 more sources

Acoustic diffraction analysis by the impulse response method: A line impulse response approach

The Journal of the Acoustical Society of America, 1984
Acoustic diffraction of plane impulsive waves is considered for free-field, baffled, and pressure release boundary conditions, in the case of an arbitrary spatial distribution of combined, amplitude-time delay modulation in an aperture. The method is based on the impulse response analysis of parallel aperture lines, the line impulse responses being ...
H. Lasota, R. Salamon, B. Delannoy
openaire   +1 more source

Impulse response analysis of cointegrated systems

Journal of Economic Dynamics and Control, 1992
A vector autoregressive model with cointegrated variables and white noise disturbances is considered, and the estimation of the impulse responses is studied. Various economic interpretations and relations are explained. Giving the ML-estimates of the asymptotic variance-covariance matrices of estimators of coefficients matrices and of Gaussian noise ...
Lütkepohl, Helmut, Reimers, Hans-Eggert
openaire   +2 more sources

Impulse response analysis of 5577Å emissions

Planetary and Space Science, 1984
Abstract A method of time series analysis termed impulse response estimation is described. The method is applied to simultaneous ground based photometry measurements of the N 2 + ING band at 4278A and the 5577A line emission in order to estimate the response in 5577A to a discrete impulse in excitation rate.
G.B. Burns, J.S. Reid
openaire   +1 more source

Time–Frequency Analysis of the Impulse Response

IEEE Transactions on Signal Processing, 2019
The impulse response is a key function for the analysis and design of systems, therefore understanding its properties is a fundamental problem. To investigate the nonstationary structure of the impulse response, we derive its time–frequency representation both in the Wigner and smoothed Wigner distribution domains.
openaire   +1 more source

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