methodology relies heavily on impulse response functions, it represents a synthesis of the traditional structural modelling and …. Since our empirical methodology relies heavily on impulse response functions, it represents a synthesis of the traditional …, roaring nineties, impulse response functions. JEL Classification Numbers: E24, E31. ∗ Acknowledgments: This paper was …

quite limited effects from the crisis. Impulse response functions and multiperiod forecast profiles are developed and …

activity and a proxy for local social conflicts. Careful analysis of impulse-response functions traces the effect of local …

lowest energy consuming countries in Asia. Both the generalized variance decompositions and the impulse response functions …

time varying conditional correlations and time varying dynamic hedge ratios. From volatility impulse response functions, we …This paper examines the relationship between the energy and equity markets by estimating volatility impulse response … functions from a multivariate BEKK model of the Goldman Sach's Energy Index and the S&P 500; in addition, we also calculate the …

structural impulse-response-functions as a tool to analyze the degree and speed of the effect of exchange rate depreciation …

states. I capture the spatial diffusion of regional housing prices with impulse response functions estimated directly from a …

This paper describes a procedure for computing time-dependent ground response functions (G) of vertical ground …