Impulse response analysis in nonlinear multivariate models
| Year of publication: |
1996
|
|---|---|
| Authors: | Koop, Gary ; Pesaran, M. Hashem ; Potter, Simon M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 74.1996, 1, p. 119-147
|
| Publisher: |
Elsevier |