Impulse response analysis in nonlinear multivariate models (Q1126497)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Impulse response analysis in nonlinear multivariate models |
scientific article; zbMATH DE number 955410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse response analysis in nonlinear multivariate models |
scientific article; zbMATH DE number 955410 |
Statements
Impulse response analysis in nonlinear multivariate models (English)
0 references
14 July 1997
0 references
persistence
0 references
threshold autoregressive models
0 references
nonlinear vector autoregressions
0 references
linear models
0 references
unified approach
0 references
impulse response analysis
0 references
multivariate models
0 references
nonlinear models
0 references
generalized impulse response function
0 references
measures of shock persistence
0 references
asymmetric effects of shocks
0 references
US output
0 references
unemployment rate
0 references
0 references
0 references
