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Journal of Economic Dynamics and Control, ISSN 0165-1889, 2000, Volume 24, Issue 10, pp. 1425 - 1446
The standard linear technique of impulse response function analysis is extended to the nonlinear case by defining a generalized impulse response function.... 
Persistence | Generalized impulse response function | Nonlinear | Impulse response function | C52 | C22 | E32 | C51 | impulse response function | persistence | ECONOMICS | generalized impulse response function | nonlinear | Economics | Models
Journal Article
Journal of Econometrics, ISSN 0304-4076, 10/2012, Volume 170, Issue 2, pp. 499 - 518
We propose new information criteria for impulse response function matching estimators (IRFMEs). These estimators yield sampling distributions of the structural... 
C53 | C52 | E47 | C32 | NOMINAL RIGIDITIES | BUSINESS-CYCLE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | INDIRECT INFERENCE | VECTOR AUTOREGRESSIVE MODELS | MONETARY-POLICY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | SELECTION | MOMENTS ESTIMATION | GENERALIZED-METHOD
Journal Article
Economics Letters, ISSN 0165-1765, 10/2012, Volume 117, Issue 1, pp. 230 - 234
We transpose the Generalized Impulse-Response Function (GIRF) developed by Koop et al. (1996) to Markov-Switching structural VARs. As the algorithm displays an... 
Structural VAR | Markov-switching regime | Generalized impulse-response function | BUSINESS-CYCLE | ECONOMICS | MODELS | Value-added resellers | Algorithms
Journal Article
Economics Letters, ISSN 0165-1765, 11/2012, Volume 117, Issue 2, pp. 452 - 454
We generalise the impulse response function of Elder (2003) by considering indirect volatility spillovers for a VAR model with multivariate GARCH-in-Mean. The... 
Spillovers | Latent factors | Multivariate GARCH | Impulse response | CONFUSION | GENERALIZED ARCH | MARKETS | EQUILIBRIUM | ECONOMICS | MODEL | FINANCIAL CONTAGION | CRISES | Value-added resellers | Analysis
Journal Article
REVUE D ECONOMIE POLITIQUE, ISSN 0373-2630, 11/2012, Volume 122, Issue 6, pp. 851 - 865
Since the seminal paper by Koop et al. [1996], there has been few papers on Generalized Impulse-Response Function (GIRF) for Markov-Switching structural VARs.... 
BUSINESS-CYCLE | POLITICAL SCIENCE | DYNAMICS | MONETARY-POLICY | ECONOMICS | Markov-switching regimes | Structural VAR | asymmetries | aggregate gross job flows | generalized impulse-response function
Journal Article
Energy Economics, ISSN 0140-9883, 03/2019, Volume 79, pp. 21 - 31
Journal Article
Energy Economics, ISSN 0140-9883, 2010, Volume 32, Issue 3, pp. 564 - 581
Journal Article
Zhongnan Daxue Xuebao (Ziran Kexue Ban)/Journal of Central South University (Science and Technology), ISSN 1672-7207, 09/2011, Volume 42, Issue 1, pp. 67 - 71
Journal Article
Oxford Bulletin of Economics and Statistics, ISSN 0305-9049, 08/2016, Volume 78, Issue 4, pp. 595 - 603
We propose a new generalized forecast error variance decomposition with the attractive property that the proportions of the impact accounted for by innovations... 
CREDIT | YIELD CURVE | INFLATION | GROWTH | PREDICT OUTPUT | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | IMPULSE-RESPONSE ANALYSIS | G-7 COUNTRIES | SPREAD | SWITCHING STRUCTURAL VAR
Journal Article
Meccanica, ISSN 0025-6455, 7/2019, Volume 54, Issue 9, pp. 1365 - 1383
The dynamics of beams equipped with tuned mass dampers is of considerable interest in engineering applications. Here, the purpose is to introduce a... 
Beam | Stochastic response | Spring inertia effects | Tuned mass damper | Generalized function | Classical Mechanics | Civil Engineering | Automotive Engineering | Mechanical Engineering | Physics | SYSTEM | DESIGN | BASE-ISOLATION | GENERALIZED-FUNCTIONS | HELICAL SPRINGS | MODAL-ANALYSIS | DYNAMIC STIFFNESS MATRIX | ELEMENT | MECHANICS | LOADS | FREQUENCY-RESPONSE ANALYSIS
Journal Article
Journal of East-West Business, ISSN 1066-9868, 07/2018, Volume 24, Issue 3, pp. 188 - 211
Journal Article