Search results with tag "Generalized impulse responses"

Generalized Impulse Responses - TeXlips

while lim h→∞ β A h 0. Hence, the long-run generalized impulse responses in levels depend on the long-run impact matrix Cand converge to finite matrix, while the long-run generalized responses for the coin- tegration relations converge to zero.

  Response, Matrix, Impulse, Generalized, Generalized impulse responses