Deterministic impulse response in a nonlinear model. An analytical expression
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 95 (2007)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/ecolet
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- Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary, University of London, School of Economics and Finance.
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
- Maican, Florin G. & Sweeney, Richard J., 2013.
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