Impulse response analysis for structural dynamic models with nonlinear regressors
Sílvia Gonçalves, Ana María Herrera, Lutz Kilian and Elena Pesavento
| Year of publication: |
June 22, 2020
|
|---|---|
| Authors: | Gonçalves, Sílvia ; Herrera, Ana María ; Kilian, Lutz ; Pesavento, Elena |
| Publisher: |
Dallas : Federal Reserve Bank of Dallas, Research Department |
| Subject: | local projection | structural model | censored regressor | nonlinear transformation | nonlinear responses | Monte Carlo integration | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Monte-Carlo-Simulation | Monte Carlo simulation |
freely available