Impulse responses
Asymmetric generalized impulse responses and variance decompositions with an application
... One operational approach to construct the positive shocks as well as negative shocks of the underlying variables is provided by Granger and Yoon (2002), which was used for conducting hidden cointegration analysis. Based ...
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Partial Equalization of Non-Minimum-Phase Impulse Responses
... the impulse response of the equalized sound-reproduction chain as close as possible to the desired one ...measured impulse responses of the systems is not pos- sible since it leads to unstable ...
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Exploiting randomness in acoustic impulse responses to achieve headphone compensation through deconvolution
... infinite impulse response (IIR) filtering, adding only a fixed (asymptotically negligible) number of zeros and poles to the output’s z-trans- ...windowed impulse response giv- ing an approximate finite ...
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1. Determine the impulse responses for the following systems: a) 2( t
... Turn in your plots and your code. Note: In this part we can view this as looking at the response of a system with impulse response to inputs which are pulses of decreasing width. This is what we will be doing in ...
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1. Determine the impulse responses for the following systems: a) 2( t
... In this appendix we will determine how to determine a Fourier sine series series for an odd periodic function using our knowledge of numerical integration in Matlab.. The only new thing [r] ...
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Markov switching monetary policy in a two country DSGE model
... The impulse response analysis shows that the responses of inflation and output gap in the Eurozone are completely different in the two ...the impulse responses of inflation and output in the ...
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Multi-positional Acoustic Measurements for Auralization of St Margaret’s Church, York, UK
... sured impulse responses will ultimately be used for auralization purposes, and convolved with typically directional anechoic sources, such as voice or musi- cal ...
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Blind Multichannel Deconvolution with Cascaded Kalman Filters
... impulse responses are generated randomly. White noises are added to the multichannel output signals whose signal-to-noise ratios (SNR)are under controlled. The performance of the proposed algorithm was test ...
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Speed of Adjustment in Cointegrated Systems
... This paper considers the speed of adjustment to long-run equilibria, in the context of cointegrated Vector Autoregressive Processes (VAR). We discuss the de…nition of multivariate -lives for any indicator of predictive ...
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Optimal monetary policy and firm entry. NBB Working Paper 178, October 2009
... The policy maker exploits the degree of freedom given by the wage rigidity to address the undersupply of labour and the underproduction of goods and …rms. As labour rises beyond its steady state level, both consumption ...
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Figure–ground discrimination behavior in Drosophila I Spatial organization of wing steering responses
... wing-steering responses to velocity impulses of figure and ground motion ...behavioral impulse responses to figure tracking and concurrent ground stabilization vary for figure motion centered at each ...
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Evidence on News Shocks under Information Deficiency
... Finally, I study the sensitivity of the non-Gaussian distributional assumption. Originating from the fact that noncausal or noninvertible models cannot be statis- tically identified by the properties up to the second ...
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Optimal Monetary Policy and Expectation Driven Business Cycles
... where the steady state nominal interest rate , and target inflation rate . A unique stationary equilibrium exists as long as . We consider both strong inflation targeting case and weak inflation targeting case ( . First, ...
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Economic growth, military spending and environmental degradation in Africa
... the impulse responses of the environmental quality indicators (CO2, NO2 and CH4) selected for this study to a military spending shock, with an understanding of the role of economic growth in the 54 ...
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The transmission effects of the subprime crisis to emerging markets: A global VAR analysis
... generalized impulse responses, the current paper considers the use of the GVAR for structural impulse response analysis with focus on external shocks for the emerging economy, particularly in ...
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5090.pdf
... 5 Impulse responses to innovation shocks implied in the information structure of Learning from Consumption and Dividend... Chapter 1.[r] ...
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Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis
... the impulse responses to structural disturbances (see Christiano, Eichenbaum, and Evans, ...The impulse responses are presented in Figure ...
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The Proscenium of Opera Houses as a Disappeared Intangible Heritage: A Virtual Reconstruction of the 1840s Original Design of the Alighieri Theatre in Ravenna
... Acoustic impulse responses are measured by setting sound sources and receivers in some relevant positions, respectively in the orchestra pit and on the stage for the source and in the stalls and in the ...
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Household portfolio channel of credit shocks transmission: The Case of Iran
... estimated impulse responses functions indicated that banking sector has an important role in Iranian economy so a positive deposit rate shock increases inflation and marginal cost and decreases investment ...
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Energy Consumption And Economic Growth In China: New Evidence From The Co-Integrated Panel VAR Model
... From the first row of Figure 2, it shows the responses of real GDP to a one standard deviation shock in the remaining variables of the panel VAR (rescaled in terms of shocks of one standard deviation). As the ...
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