Generalized impulse response analysis in linear multivariate models
type: Item
instance of: scholarly article
title: Generalized impulse response analysis in linear multivariate models
zbMATH Open document ID: 0903.90028
DOI: 10.1016/S0165-1765(97)00214-0
author: M. Hashem Pesaran
author: Yongcheol Shin
published in: Economics Letters
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1189857
zbMATH Keywords: generalized impulse responses
zbMATH Keywords: forecast error variance decompositions
zbMATH Keywords: VAR
zbMATH Keywords: cointegration
describes a project that uses: Microfit
MaRDI profile type: Publication
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
cites work: Impulse response analysis in nonlinear multivariate models
cites work: Q4001588
cites work: Impulse response analysis of cointegrated systems
cites work: LONG-RUN STRUCTURAL MODELLING
cites work: Cointegration and speed of convergence to equilibrium
Recommended article: Impulse response analysis in nonlinear multivariate models
Recommended article: Q3497986
Recommended article: Q4688270
Recommended article: Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model
Recommended article: Q3814569
Recommended article: Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Recommended article: Q4349833
Recommended article: Influence analysis in multivariate linear general models
description: scientific article; zbMATH DE number 1189857