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Generalized Impulse Response Function.
, 1998
"... The standard linear technique of impulse response function analysis is extended to the nonlinear case by de ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series. ..."
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The standard linear technique of impulse response function analysis is extended to the nonlinear case by de ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series.
The Impulse Response Function and Ship Motions
, 1962
"... After a review of the deficiencies of the usual equations of motion for an oscillating ship, two new representations are given. One makes use of the impulse response function and depends only upon the system being linear. The response is given as a convolution integral over the past history of the e ..."
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Cited by 102 (0 self)
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After a review of the deficiencies of the usual equations of motion for an oscillating ship, two new representations are given. One makes use of the impulse response function and depends only upon the system being linear. The response is given as a convolution integral over the past history
THE IMPULSE RESPONSE FUNCTION
, 2010
"... Consider a singledegreeoffreedom system. f(t) m & y& ..."
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Cited by 1 (0 self)
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Consider a singledegreeoffreedom system. f(t) m & y&
DEPARTMENT OF ECONOMICSWhich Impulse Response Function?
, 2011
"... This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model. It is argued tha ..."
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This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model. It is argued
Teaching Notes on Impulse Response Function and Structural VAR
, 2006
"... Structural VAR embeds economic theory within time series models, providing a convenient and powerful framework for policy analysis. Impulse response function (IRF) tracks the impact of any variable on others in the system. It is an essential tool in empirical causal analysis and policy effectivene ..."
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Structural VAR embeds economic theory within time series models, providing a convenient and powerful framework for policy analysis. Impulse response function (IRF) tracks the impact of any variable on others in the system. It is an essential tool in empirical causal analysis and policy
WaveletBased Sensitivity Analysis of the Impulsive Response Function for Damage Detection
 Journal of Applied Mechanics
"... This paper discusses the extraction of the waveletbased impulse response function from the acceleration response using the discrete wavelet transform (DWT ..."
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Cited by 1 (1 self)
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This paper discusses the extraction of the waveletbased impulse response function from the acceleration response using the discrete wavelet transform (DWT
Volatility Impulse Response Functions for Multivariate Garch Models
, 2001
"... In the empirical analysis of financial time series, multivariate GARCH models have been used in various forms.As it is typical for nonlinear models there is yet no unique framework available to uncover dynamic covariance relationships for vector return processes.We introduce a new concept of impu ..."
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Cited by 5 (0 self)
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of impulse response functions tracing the e#ects of independent shocks on volatility through time.The advocated methodology avoids typical orthogonalization and ordering problems.Theoretical properties of volatility impulse response functions are derived and compared with conditional moment profiles
Finding an Impulse Response Function Using Genetic Programming
, 1993
"... For many practical problems of control engineering, it is desirable to find a function, such as the impulse response function or transfer function, for a system for which one does not have an analytical model. The finding of the function, in symbolic form, that satisfies the requirements of the prob ..."
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Cited by 6 (0 self)
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For many practical problems of control engineering, it is desirable to find a function, such as the impulse response function or transfer function, for a system for which one does not have an analytical model. The finding of the function, in symbolic form, that satisfies the requirements
Impulse Response Functions in Generalized Bayesian Autoregressive Models
"... Vector autoregressions (VAR) are extensively used to model economic time series. The large number of parameters is the main difficult with VAR models, however. To overcome this, Litterman (1986) suggests to use a Bayesian strategy to estimate the VAR, equation by equation, where, a priori, the la ..."
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by Kadiyala and Karlsson (1993). This methodology was applied to some Brazilian economic variables, as a bivariate VAR, (Lima, Migon and Lopes (1993)). The main interest remains in studying the impulse response functions sensitivity of Bayesian VAR modeling to the hyperparameters choice of the Litterman
Impulseresponse functions for chromatic and achromatic stimuli
 Journal of the Optical Society of America A
, 1993
"... Thresholds were measured for detecting pairs of briefly flashed stimuli displayed successively at variable onset asynchronies. The stimuli were 1 cycle/deg vertical sinusoidal gratings, modulated either in luminance (yellowblack) or in color (redgreen). The successive presentations were either of ..."
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Cited by 11 (0 self)
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at threshold. To calculate impulse response functions from the summation data, we assumed that the neural impulse response from two successive stimuli sum linearly at threshold, that thresholds are determined by probability summation of the combined impulse response over time, and that the impulse response can
Results 1  10
of
86,373