Impulse response analysis in nonlinear multivariate models
type: Item
instance of: scholarly article
title: Impulse response analysis in nonlinear multivariate models
zbMATH Open document ID: 0865.62086
DOI: 10.1016/0304-4076(95)01753-4
author: Gary Koop
author: M. Hashem Pesaran
author: Simon Potter
published in: Journal of Econometrics
publication date: 1997-07-14T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 955410
zbMATH Keywords: persistence
zbMATH Keywords: threshold autoregressive models
zbMATH Keywords: nonlinear vector autoregressions
zbMATH Keywords: linear models
zbMATH Keywords: unified approach
zbMATH Keywords: impulse response analysis
zbMATH Keywords: multivariate models
zbMATH Keywords: nonlinear models
zbMATH Keywords: generalized impulse response function
zbMATH Keywords: measures of shock persistence
zbMATH Keywords: asymmetric effects of shocks
zbMATH Keywords: US output
zbMATH Keywords: unemployment rate
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01753-4
OpenAlex ID: W1969610664
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Wikidata QID: Q130493926
description: scientific article; zbMATH DE number 955410