Title of article
Parameter uncertainty and impulse response analysis
Author/Authors
Koop، نويسنده , , Gary، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
15
From page
135
To page
149
Abstract
The effect of parameter uncertainty on impulse response analysis is investigated in nonlinear models. Various impulse response functions which differ in their treatment of parameter uncertainty are defined and applied in a threshold autoregressive model of real US GDP.
Keywords
Impulse response function , Bayesian , Threshold autoregressive models
Journal title
Journal of Econometrics
Serial Year
1996
Journal title
Journal of Econometrics
Record number
1556576
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