Impulse responses to other shocks
A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models
... tural shocks in linear rational expectations ...construct impulse response functions in structural ...the impulse responses that we compute may be used in comparative exercises to assess the ...
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How Indian CPI and Industrial Production Respond to Global Oil Price Shocks? Regime Dependent Impulse Responses
... regime-dependent impulse responses in level ...oil shocks and industrial production (consumer ...the other hand, in the higher oil variance regime, both indus- trial production and consumer ...
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Error Bands for Impulse Responses
... If we take the estimated coefficients of the Blanchard-Quah model as the truth, we can check coverage probabilities for bootstrap and Bayesian intervals. Table 10 shows similar behavior for Bayesian and bootstrap ...
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Asymmetric generalized impulse responses and variance decompositions with an application
... 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 ...asymmetric impulse ...
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Is Economic Recovery a Myth? Robust Estimation of Impulse Responses
... A potential weakness of our approach, to which iterative IRF calcu- lation is also not immune, is that when country fixed effects are added in the regression model to account for unobserved heterogeneity in GDP levels, ...
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Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses
... adverse shocks to the economy [Stock and Watson, ...oil shocks after the mid ...rolling impulse responses show that the last subsamples with a significant impact of the oil price on industrial ...
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Asymmetries in the Responses of Regional Job Flows to Oil Price Shocks
... the impulse response functions show important asymmetries to positive and negative oil price innovations for both job creation and job ...the impulse responses are signi…cant, I followed Kilian and ...
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Responses to monetary policy shocks in the east and the west of Europe: a comparison
... of impulse responses to monetary policy shocks across the two regions - central-eastern and western Europe - estimated with a consistent ...estimate responses for both regions despite short ...
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Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison
... bp. Other impulse responses are barely ...in other countries affected by the crisis, partly because of the relatively small volume of the ...
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On the Identification of Monetary (and Other) Shocks
... the impulse response functions as well as the series for the monetary shocks that they ...the responses of output, prices and the inter- est rate derived from a one standard deviation change in the ...
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Inference for Impulse Responses
... impulse responses considerably. It is important to differentiate that the paper is not a discussion about how best to ob- tain estimates of impulse response coefficients with good small-sample ...
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Obtaining Binaural Room Impulse Responses from B-Format Impulse Responses
... room impulse responses (RIRs) and head related trans- fer functions (HRTFs) to obtain a set of binaural room impulse responses (BRIRs), individualized to the same head and torso as the used ...
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Impulse Responses, Step Responses and Transfer Functions.
... of a Linear, Time Invariant and causal (LTI) system each completely characterize the input-output properties of that system. Given the input to an LTI system, the output can be deterermined: In the time domain: as the ...
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Confidence Bands for Impulse Responses
... around impulse responses of structural VAR processes is discussed ex- tensively in the literature (see, ...the impulse responses by considering all impulse response functions ...
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Obtaining Binaural Room Impulse Responses from B-Format Impulse Responses Using Frequency-Dependent Coherence Matching
... room impulse responses (RIRs) and head-related transfer functions (HRTFs) to obtain a set of binaural room impulse responses (BRIRs), individualized to the same head and torso as the used ...
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Convolution of anechoic music with binaural impulse responses
... binaural impulse responses, obtained from a correlation process between the signal emitted through a loudspeaker on the stage of the theatre and the signals received through two binaural microphones, placed ...
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The responses of magnetically subcritical cores to shocks
... fast-mode shocks with self-gravitating, isothermal cores with mass-to-flux ratios that are somewhat below the minimum value required for gravitational ...for shocks initially propagating perpendicularly or ...
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Shocks and policy responses in the open economy
... However, there are problems that arise with using fiscal policy to offset shocks in this way. In the case of a negative shock, the government needs to loosen fiscal policy. As we shall see in more detail in ...
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Partial Equalization of Non-Minimum-Phase Impulse Responses
... In this paper a modified version of the standard homomor- phic method for minimum-phase inverse filter design for non-minimum-phase impulse responses equalization is pre- sented. This version is useful in ...
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Inference for structural impulse responses in SVAR-GARCH models
... among other things, inference for structural impulse responses in VAR models with conditional heteroskedasticity of unknown form and propose a residual-based moving block bootstrap procedure in the ...
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