Results 1  10
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6,499
Generalized Impulse Response Analysis in Linear Multivariate Models
, 1997
"... Building on Koop, Pesaran and Potter (1996), we propose the `generalized' impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models. Unlike the traditional impulse response analysis, our approach does not require orthogonalization of shocks and is invari ..."
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Cited by 319 (8 self)
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Building on Koop, Pesaran and Potter (1996), we propose the `generalized' impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models. Unlike the traditional impulse response analysis, our approach does not require orthogonalization of shocks
The Impulse Responses of
 in: IEEE International Conference on Image Processing
, 2002
"... Shiftinvariant linear algorithms can be described completely by the algorithm's response to an impulse input. The so called impulse response can be used as filter kernels when the algorithm is equivalently implemented using convolution. This, however, is not true when the system is blocksh ..."
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Shiftinvariant linear algorithms can be described completely by the algorithm's response to an impulse input. The so called impulse response can be used as filter kernels when the algorithm is equivalently implemented using convolution. This, however, is not true when the system is block
Error Bands for Impulse Responses
 Econometrica
, 1999
"... We show how correctly to extend known methods for generating error bands in reduced form VAR’s to overidentified models. We argue that the conventional pointwise bands common in the literature should be supplemented with measures of shape uncertainty, and we show how to generate such measures. We fo ..."
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Cited by 176 (5 self)
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We show how correctly to extend known methods for generating error bands in reduced form VAR’s to overidentified models. We argue that the conventional pointwise bands common in the literature should be supplemented with measures of shape uncertainty, and we show how to generate such measures. We focus on bands that characterize the shape of the likelihood. Such bands are not classical confidence regions. We explain that classical confidence regions mix information about parameter location with information about model fit, and hence can be misleading as summaries of the implications of the data for the location of parameters. Because classical confidence regions also present conceptual and computational problems in multivariate time series models, we suggest that likelihoodbased bands, rather than approximate confidence bands based on asymptotic theory, be standard in reporting results for this type of model. 1 I.
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.
Nonlinear Innovations and Impulse Responses
, 2000
"... Nonlinear Innovations and Impulse Responses This paper introduces an impulse response analysis of nonlinear processes based on the concept of nonlinear innovation. Our approach borrows from the traditional linear impulse response analysis in that we consider shocks to innovations of a process. It al ..."
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Nonlinear Innovations and Impulse Responses This paper introduces an impulse response analysis of nonlinear processes based on the concept of nonlinear innovation. Our approach borrows from the traditional linear impulse response analysis in that we consider shocks to innovations of a process
Deconvolution of impulse response in eventrelated BOLD fMRI
 NEUROIMAGE
, 1999
"... The temporal characteristics of the BOLD response in sensorimotor and auditory cortices were measured in subjects performing finger tapping while listening to metronome pacing tones. A repeated trial paradigm was used with stimulus durations of 167 ms to 16 s and intertrial times of 30 s. Both corti ..."
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Cited by 205 (2 self)
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episodes, the deconvolved response at each rate was found to agree well with separate scans at each of the individual rates. Thus, although the impulse response cannot predict the response to fully overlapping stimuli, linear deconvolution is effective when the stimuli are separated by at least 4 s
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
On the evaluation of estimated impulse responses
 Orsay University
, 1998
"... Abstract—In this letter, we discuss the philosophy of evaluating estimated impulse responses for applications in which the overall scaling or gain is irrelevant, as, for example, in blind channel identification. We argue that no matter how the estimate is obtained, the performance should be independ ..."
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Cited by 33 (3 self)
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Abstract—In this letter, we discuss the philosophy of evaluating estimated impulse responses for applications in which the overall scaling or gain is irrelevant, as, for example, in blind channel identification. We argue that no matter how the estimate is obtained, the performance should
Causality and the Impulse Response Scandal
 IEEE Transactions on Circuits and Systems I
, 2003
"... Abstract: In a recent study of a family of continuous inputoutput maps representing linear shiftinvariant systems that take a set of bounded uniformlycontinuous signals into itself, it is shown that the family contains causal maps whose impulse response is the zero function, but which take certa ..."
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Cited by 8 (7 self)
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Abstract: In a recent study of a family of continuous inputoutput maps representing linear shiftinvariant systems that take a set of bounded uniformlycontinuous signals into itself, it is shown that the family contains causal maps whose impulse response is the zero function, but which take
Shock Elasticities and Impulse Responses
, 2014
"... We construct shock elasticities that are pricing counterparts to impulse response functions. Recall that impulse response functions measure the importance of nextperiod shocks for future values of a time series. Shock elasticities measure the contributions to the price and to the expected future c ..."
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We construct shock elasticities that are pricing counterparts to impulse response functions. Recall that impulse response functions measure the importance of nextperiod shocks for future values of a time series. Shock elasticities measure the contributions to the price and to the expected future
Results 1  10
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6,499