Author of the publication

Impulse response analysis in nonlinear multivariate models

, , and . Journal of Econometrics, 74 (1): 119--147 (September 1996)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Bayes factors and nonlinearity: Evidence from economic time series, and . Journal of Econometrics, 88 (2): 251--281 (February 1999)Nonlinear impulse response functions. Journal of Economic Dynamics and Control, 24 (10): 1425--1446 (September 2000)The dynamics of UK and US inflation expectations., , and . Comput. Stat. Data Anal., 56 (11): 3120-3133 (2012)Impulse response analysis in nonlinear multivariate models, , and . Journal of Econometrics, 74 (1): 119--147 (September 1996)A floor and ceiling model of US output, and . Journal of Economic Dynamics and Control, 21 (4-5): 661--695 (May 1997)