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Generalized impulse response analysis in linear multivariate models

19985,925 citationsJournal Article

Authors

M. Hashem Pesaran · University of Cambridge

Yongcheol Shin · University of Cambridge

Topics & Keywords

Monetary Policy and Economic Impact Market Dynamics and Volatility Advanced Statistical Methods and Models

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Economics Letters

Volume 58, Issue 1, pp. 17-29

DOI: 10.1016/s0165-1765(97)00214-0

Field-Weighted Citation Impact: 32.59

Generalized impulse response analysis in linear multivariate models | Researchclopedia