Nonlinear impulse response functions
By: Simon M. Potter.
Contributors: Federal Reserve Bank of New York.
Series: Staff reports ;; no. 65; Staff reports (Federal Reserve Bank of New York : Online) ;; no. 65.
Publisher: Federal Reserve Bank of New York
Published: 1999
Place of publication: [New York, N.Y.]
Language: eng
Format: Electronic resource
Subjects: Time-series analysis.
Description: "The standard linear technique of impulse response function analysis is extended to the nonlinear case by defining a generalized impulse response function.  Measures of persistence and asymmetry in response are constructed for a wide class of time series"--Federal Reserve Bank of New York web site.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 2/10/2005.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.