Impulse response functions for periodic integration
نویسندگان
چکیده
منابع مشابه
Nonlinear impulse response functions
The standard linear technique of impulse response function analysis is extended to the nonlinear case by de"ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series. ( 2000 Elsevier Science B.V. All rights reserved. JEL classixcation: C22; C51; C52; E32
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ژورنال
عنوان ژورنال: Economics Letters
سال: 1997
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(97)00047-5