Nonlinear impulse response functions
Edición de la obra Nonlinear impulse response functions
| Autor | Simon M. Potter |
|---|---|
| Editorial | Federal Reserve Bank of New York |
| Fecha de publicación | 1999 |
| Lugar | [New York, N.Y.] |
| Idioma | inglés |
| Formato | Electronic resource |
| LCCN | 2005616495 |
| Serie | Staff reports ; · no. 65 · Staff reports (Federal Reserve Bank of New York : Online) ; |
| Número de Cutter | P869n |
"The standard linear technique of impulse response function analysis is extended to the nonlinear case by defining a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series"--Federal Reserve Bank of New York web site.