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dc.contributor.authorLUETKEPOHL, Helmut
dc.identifier.citationSteven N. DURLAUF and Lawrence E. BLUME (eds), The New Palgrave Dictionary of Economics, Second Edition, Palgrave Macmillan, 2008, online chapteren
dc.description.abstractImpulse 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.publisherPalgrave Macmillanen
dc.titleImpulse Response Functionen
dc.typeContribution to booken

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