Deterministic impulse response in a nonlinear model. An analytical expression
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 95 (2007)
Issue (Month): 3 (June)
Contact details of provider:
Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Potter, Simon M., 2000.
"Nonlinear impulse response functions,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 24(10), pages 1425-1446, September.
- Peel, David & Sarno, Lucio & Taylor, Mark P, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles,"
CEPR Discussion Papers
2658, C.E.P.R. Discussion Papers.
- Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-42, November.
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
- Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September.
- Georgios Chortareas & George Kapetanios, 2013.
"How Puzzling Is The Ppp Puzzle? An Alternative Half‐Life Measure Of Convergence To Ppp,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 28(3), pages 435-457, 04.
- 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.
- Georgios Chortareas & George Kapetanios, 2005. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP," Money Macro and Finance (MMF) Research Group Conference 2005 36, Money Macro and Finance Research Group.
- Barry, D.A & Parlange, J.-Y & Li, L & Prommer, H & Cunningham, C.J & Stagnitti, F, 2000. "Analytical approximations for real values of the Lambert W-function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 53(1), pages 95-103.
- Maican, Florin G. & Sweeney, Richard J., 2013.
"Real exchange rate adjustment in European transition countries,"
Journal of Banking & Finance,
Elsevier, vol. 37(3), pages 907-926.
- Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics 202, University of Gothenburg, Department of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.