impulse response function
A Measurement of the Social Media Impulse Response Function
... first response to the story was, “I can’t believe they misspelled my name”, followed by “I can’t believe they posted a story without warning me”, followed by “This is cool, let me email my friends and family”, ...
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EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis
... the impulse response function analysis, it thus follows very logically to simulate random shocks in the next section in order to have a better understanding of the interrelationships between the two ...
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Taxes, Financing and Spending Synchronization in Tanzania: ARDL Bound Test and Impulse Response Function
... and Impulse Response Function ...the impulse response of tax revenue to spending has slight both positive and negative effects which persist from a quarter (Q) 2 to quarter (Q) 6 and ...
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Impulse Response Function Analysis model application to the thermical seepage monitoring in the earth dams
... Abstract : Internal erosion, linked with the leakage presence, is a well known menace for the dams and the dikes safety. Nowadays one of the most effective and promising method which is used to identify this process is ...
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OIL PRICE SHOCKS AND MACROECONOMIC VARIABLES IN NIGERIA: A LOCAL PROJECTION IMPULSE RESPONSE FUNCTION APPROACH
... model, Impulse Response Function and Lag-Augmented VAR for the investigation of the macroeconomic impact of oil price levels and volatility in Nigeria during the period ...
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Causality and Dynamics of Foreign Direct Investment and Economic Growth in Nigeria: An Impulse Response Function Analysis
... the impulse response function (IRF) analysis and the Granger causality test, empirically examined the simultaneous interactions and responses to innovations or shocks between foreign direct ...
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Interactions of Economic Development, Government Intervention and Real Estate Price Based on the Analysis of the Impulse-response Function
... model, impulse-response function and variance decomposition, this paper analyzes the interaction between Chinese economic development level, government intervention degree and real estate price, ...
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The Relationship Between Jakarta Islamic Index and Other Selected Markets: Evidence From Impulse Response Function
... This research uses daily closing data of stock price indices obtained from Bloomberg database from January 1, 2006 until December 31, 2008. It employs time series analysis of cointegration and impulse ...
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Does the Repurchase Rate Affect Inflation in South Africa? An Empirical Analysis Using an Impulse Response Function
... The result of the impulse response function as depicted in figure 1 below is obtained from the VAR estimates. Given an unexpected shock in output growth, inflation rate will initially increase up to ...
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Analysing Bank Real Estate Portfolio Management by Using Impulse Response Function, Mahalanobis Distance and Financial Turbulence
... using impulse response ...from Impulse response function and financial turbulence, by calculating possible correlations between stock prices for EURO area and real estate prices in ...
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Analysing and Optimising Bank Real Estate Portfolio by Using Impulse Response Function, Mahalanobis Distance and Financial Turbulence
... is impulse response functions. Impulse response function demonstrates how the endogenous variables react to shock through ...Although impulse response functions are ...
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The Short-Run Relationship between Stock Market Prices and Macroeconomic Variables in Lithuania: An Application of the Impulse Response Function
... the impulse response function, the error variance decomposition analysis, the vector error correction model, the cointegration analysis, the Granger causality tests and others may be applied for ...
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For each parameter, the impulse response function describes the physical evolution of that part of a solar active region that is the source of the measured variability
... the response of the system to the emergence of a ...finite impulse response (FIR) function that describes that response in detail, and show that the response function has ...
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Which impulse response function?
... rate‘s response is more or less flat between 20-30 basis points above the pre-shock level after 18 ...output‘s response significantly departs from that of the VIRF after 4 ...
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Spectral estimation of the multivariate impulse response
... lagged response of an output series causally dependent upon an input series, in the absence of feedback from the output to the ...the response of one series to a shock or impulse in the innovations ...
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News and correlations: an impulse response analysis.
... This paper empirically extends the notion of IRF to conditional correlations. This issue is worthwhile because of the importance of correlation in many financial applications. Our results provide evidence of a different ...
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Generalized Impulse Response Analysis: General or Extreme?
... generalized impulse response function (GIRF) in vector autoregressive (VAR) models (Pesaran and Shin, ...of response functions that are based on extreme identifying assumptions that contradict ...
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Convolution. The Delta Function and Impulse Response
... Delta Function and Impulse Response The previous chapter describes how a signal can be decomposed into a group of components called ...An impulse is a signal composed of all zeros, except a ...
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Switched Spatial Impulse Response Convolution as an Ambisonic Distance-Panning Function
... distance-panning function for both static and dynamic virtual sources in the form of a FOA (First Order Ambisonics) Switched-SIR (Spatial Impulse Response) Convolution ...a function, and an ...
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Ultra-Wideband Antenna Arrays: Systems with Transfer Function and Impulse Response
... antenna impulse response, and thus, the UWB antennas can be considered as Linear Time Invariant (LTI) systems characterized by transfer functions or associated impulse ...transfer function and ...
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