Generalized impulse response analysis: General or Extreme?
Download full text from publisher
Other versions of this item:
- Hyeongwoo, Kim, 2009. "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper 17014, University Library of Munich, Germany.
- Hyeongwoo Kim, 2012. "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series auwp2012-04, Department of Economics, Auburn University.
References listed on IDEAS
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2004.
"Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments,"
Journal of International Economics,
Elsevier, vol. 64(1), pages 135-150, October.
- Yin-wong Cheung & Kon S. Lai & Michael Bergman, 2003. "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments," Working Papers 102003, Hong Kong Institute for Monetary Research.
- Yin-Wong Cheung & Kon S. Lai & Michael Bergman, 2003. "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment," CESifo Working Paper Series 924, CESifo Group Munich.
- 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.
- Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron, 2001. "Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 187-200, July.
- Huang, Ying & Neftci, Salih N. & Guo, Feng, 2008. "Swap curve dynamics across markets: Case of US dollar versus HK dollar," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 79-93, February.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"Generalized impulse response analysis in linear multivariate models,"
Elsevier, vol. 58(1), pages 17-29, January.
- Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bastos, Fabiano & Angelo Divino, Jose, 2009. "Exchange rate and output fluctuations in the small open economy of Mauritius," Policy Research Working Paper Series 5065, The World Bank.
- Liping Gao & Hyeongwoo Kim & Richard Saba, 2013.
"How Does the Oil Price Shock Affect Consumers?,"
Auburn Economics Working Paper Series
auwp2013-04, Department of Economics, Auburn University.
- Gao, Liping & Kim, Hyeongwoo & Saba, Richard, 2013. "How Does the Oil Price Shock Affect Consumers?," MPRA Paper 49565, University Library of Munich, Germany.
- Liping Gao & Hyeongwoo Kim & Richard Saba, 2014. "How Does the Oil Price Shock Affect Consumers?," Auburn Economics Working Paper Series auwp2014-10, Department of Economics, Auburn University.
- Ülkü, Numan & Demirci, Ebru, 2012. "Joint dynamics of foreign exchange and stock markets in emerging Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 55-86.
- Jin Zhang and David C. Broadstock, 2016. "The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
- Haakon Kavli & Kevin Kotzé, 2014. "Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 209-238, June.
- Stefan Fiesel & Marliese Uhrig-Homburg, 2016. "Illiquidity Transmission in a Three-Country Framework: A Conditional Approach," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 17(3), pages 261-284, December.
- Thomas Theobald & Peter Hohlfeld, 2017. "Why have the recent oil price declines not stimulated global economic growth?," IMK Working Paper 185-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Kim, Hyeongwoo & Thompson, Henry, 2014.
"Wages in a factor proportions model with energy input,"
Elsevier, vol. 36(C), pages 495-501.
- Hyeongwoo Kim & Henry Thompson, 2012. "Wages in a Factor Proportions Model with Energy Input," Auburn Economics Working Paper Series auwp2012-05, Department of Economics, Auburn University.
- Kim, Hyeongwoo, 2012.
"VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored,"
Journal of Macroeconomics,
Elsevier, vol. 34(1), pages 223-238.
- Hyeongwoo Kim, 2010. "VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored," Auburn Economics Working Paper Series auwp2010-03, Department of Economics, Auburn University.
- Kim, Hyeongwoo, 2011. "VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored," MPRA Paper 33005, University Library of Munich, Germany.
- Randolph Beard, T. & Ford, George S. & Kim, Hyeongwoo, 2014.
"Capital investment and employment in the information sector,"
Elsevier, vol. 38(4), pages 371-382.
- T. Randolph Beard & George Ford & Hyeongwoo Kim, 2013. "Capital Investment and Employment in the Information Sector," Auburn Economics Working Paper Series auwp2013-14, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Thompson, Henry, 2009. "Factor Proportions Wages in a Structural Vector Autoregression," MPRA Paper 17798, University Library of Munich, Germany.
- Numan Ülkü & Petar Petrov, 2015. "How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 521-553, December.
More about this item
KeywordsGeneralized Impulse Response Function; Orthogonalized Impulse Response Function; Vector Autoregressive Models.;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:qua:journl:v:10:y:2013:i:2:p:135-141. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sandra Ivett Portugal Padilla). General contact details of provider: http://edirc.repec.org/data/dmudgmx.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.