Impulse response analysis in nonlinear multivariate models
Gary KoopDepartment of Economics, University of Toronto, Toronto M5S 1A1, CanadaM. Hashem PesaranFaculty of Economics and Politics, University of Cambridge, Cambridge CB2 1TQ, UKSimon PotterDepartment of Economics, University of California, Los Angeles, CA 90024-1477, USA
1996en
ABI
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