Impulse response functions from time series models are standard tools for analyzing the relationship between economic variables. The asymptotic distribution of orthogonalized impulse responses is ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We employ a structural panel VAR model with interaction terms to identify determinants of effective transmission from ...
The impulse response function (IRF) of an aggregate variable is time-varying if the IRFs of its components are different from each other and the relative magnitudes of the components are not ...
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