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Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran; Yongcheol Shin · Economics Letters · 1998

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Author / responsible party
M. Hashem Pesaran; Yongcheol Shin
Publisher
Economics Letters
Year
1998
Language
English

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APA 7

Pesaran, M. H. & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. https://doi.org/10.1016/s0165-1765(97)00214-0

MLA

Pesaran, M. Hashem, and Yongcheol Shin. "Generalized impulse response analysis in linear multivariate models." 1998. https://doi.org/10.1016/s0165-1765(97)00214-0.

Chicago

Pesaran, M. Hashem and Yongcheol Shin. 1998. "Generalized impulse response analysis in linear multivariate models.". https://doi.org/10.1016/s0165-1765(97)00214-0.

Harvard

Pesaran, M. H. and Shin, Y. 1998, Generalized impulse response analysis in linear multivariate models, Economics Letters, available at: https://doi.org/10.1016/s0165-1765(97)00214-0 [Accessed 8 Aug. 2026].

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Title
Generalized impulse response analysis in linear multivariate models
Author / contributors
M. Hashem Pesaran; Yongcheol Shin
Publisher
Economics Letters
Publication year
1998
Language
English

Subjects

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Autoregressive model; Orthogonalization; Impulse response; Vector autoregression; Multivariate statistics; Econometrics; Mathematics; Impulse (physics); Infinite impulse response; Applied mathematics; Invariant (physics); Nonlinear system
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