Generalized Impulse Response Analysis: General or Extreme?
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- Hyeongwoo Kim, 2013. "Generalized impulse response analysis: General or Extreme?," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 10(2), pages 135-141, Julio - D.
- Hyeongwoo Kim, 2012. "Generalized Impulse Response Analysis: General or Extreme?," Auburn Economics Working Paper Series auwp2012-04, Department of Economics, Auburn University.
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- 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.
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"How Does the Oil Price Shock Affect Consumers?,"
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auwp2013-04, Department of Economics, Auburn University.
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- 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.
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"VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored,"
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More about this item
KeywordsGeneralized Impulse Response Function; Orthogonalized Impulse Response Function; Vector Autoregressive Models;
- 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
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-05 (All new papers)
- NEP-ECM-2009-09-05 (Econometrics)
- NEP-ETS-2009-09-05 (Econometric Time Series)
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