Impulse Response Function

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dc.contributor.author LUETKEPOHL, Helmut
dc.date.accessioned 2011-05-30T15:45:57Z
dc.date.available 2011-05-30T15:45:57Z
dc.date.issued 2008-01-01
dc.identifier.citation Steven N. DURLAUF and Lawrence E. BLUME (eds), The New Palgrave Dictionary of Economics, Second Edition, Palgrave Macmillan, 2008, online chapter en
dc.identifier.uri http://hdl.handle.net/1814/17636
dc.description.abstract Impulse response functions are useful for studying the interactions between variables in a vector autoregressive model. They represent the reactions of the variables to shocks hitting the system. It is often not clear, however, which shocks are relevant for studying specific economic problems. Therefore structural information has to be used to specify meaningful shocks. Structural vector autoregressive models and the estimation of impulse responses are discussed and extensions to models with cointegrated variables or nonlinear features are considered. en
dc.language.iso en en
dc.publisher Palgrave Macmillan en
dc.title Impulse Response Function en
dc.type Contribution to book en
dc.identifier.doi 10.1057/9780230226203.0767
dc.neeo.contributor LUETKEPOHL|Helmut|aut|EUI70007


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