Impulse Response Functions for Self-Exciting Nonlinear Models
收藏NBER2023-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w31709
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资源简介：
We calculate impulse response functions from regime-switching models where the driving variable can respond to the shock. Two methods used to estimate the impulse responses in these models are generalized impulse response functions and local projections. Local projections depend on the observed
提供机构：
美国国家经济研究局
创建时间：
2023-09-01
