abstract:this study examines the significant impact of exchange rate shock on prices of malaysian importsand exports. in methodology, the study adopts vector error correction (vecm) model using monthlydata of nominal exchange rates, money supply, prices of imports and prices of exports covering theperiod of m1:1999 to m12:2006. for further analysis, we adopt an innovation accounting bysimulatin...

abstract in this research by using a synchronous equivalents system, the functions of supply and demand of any kind of meat and corn in fars province, iran are considered. the purpose of this study is to predict the functions of supply and the price of meat and corn, recognition and analysis of effective issued on supply and price of this sections, considering the effect of shocks and the cross...

The generalized spectral subtraction algorithm (GBSS), which has extraordinary ability in background noise reduction, is historically one of the first approaches used for speech enhancement and dereverberation. However, not been applied to de-noise room impulse response (RIR) extend reverberation decay range. application GBSS this study stated as an optimization problem, that is, subtracting le...

Non-adiabatic transitions in multilevel systems appear various fields of physics, but it is not easy to analyze their dynamics general. In this paper, we propose extend the adiabatic impulse approximation systems. This method shown be equivalent a series unitary evolutions and facilitates evaluate numerically. particular, Landau-Zener grid model Landau-Zener-St\"uckelberg-Majorana interference ...

By utilizing the state-space representation of Markov-switching vector autoregressive models, we develop impulse response functions with regards to shocks to variables of the system The proposed analysis in related to the concept of generalized impulse responses introduced by Koop, Pesaran and Potter (1996) but characterizes the properties of the model dynamics in a more concise form. In contra...

Nonlinear systems can be approximated by linear time-invariant (LTI) models in many ways. Here, LTI models that are optimal approximations in the meansquare error sense are analyzed. A necessary and sufficient condition on the input signal for the optimal LTI approximation of an arbitrary nonlinear finite impulse response (NFIR) system to be a linear finite impulse response (FIR) model is prese...

Vector autoregressions (VAR) are extensively used to model economic time series. The large number of parameters is the main diicult with VAR models, however. To overcome this, Litterman (1986) suggests to use a Bayesian strategy to estimate the VAR, equation by equation, where, a priori, the lags have decreasing importance (known as Litterman Prior). In this paper, a VAR model is analyzed throu...

This note discusses how to compute generalized impulse responses and their asymptotic distribution. The results I present are essentially vector versions of what has already been shown by, e.g., Pesaran and Shin (1998). The value added is therefore measurable in terms of providing simpler algorithms for writing the computer code needed to make use of generalized impulse responses in practise.

In this paper we introduce the generalized feedforward filter, a new class of adaptive filters that combine attractive properties of Finite Impulse Response (FIR) filters with some of the power of Infinite Impulse Response (IIR) filters. A particular case, the adaptive gamma filter, generalizes Widrow’s adaptive linear combiner (adaline) to an infinite impulse response filter. Yet, the stabilit...