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Impulse response analysis in nonlinear multivariate models
Journal of Econometrics · 1996 · Vol. 74(1) · pp. 119–147
Gary Koop(University of Toronto)M. Hashem Pesaran(University of Cambridge)Simon Potter✉(University of California, Los Angeles)
Advanced Statistical Methods and ModelsSpectroscopy and Chemometric AnalysesMonetary Policy and Economic ImpactImpulse responseNonlinear systemBivariate analysisImpulse (physics)MathematicsMultivariate statisticsApplied mathematicsLinear modelLinear filterEconometrics
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