Impulse-Response Analysis in Econometrics

C. Bruneau

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

Abstract: We focus on the concept of impulse in econometrics analysis of time series. We recognize two useful characterizations, which are respectively deterministic and stochastic.

Keywords: TIME SERIES; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C20 C22 (search for similar items in EconPapers)
Pages: 39 pages
Date: 1996
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:pnegmi:9613

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