Fit a VAR(4) model to the data. Mdl = varm(2,4); Mdl.SeriesNames = {'Transformed real GDP','Transformed real 3-mo T-bill rate'}; EstMdl = estimate(Mdl,Y); Compute and plot the orthogonalized impulse responses in onearmairfcall by additionally returning the handle to the plotted gr...
mean response functionmodal modelposterior riskStructural VAR models are routinely estimated by Bayesian methods. Several recent studies have voiced concerns about the common use of posterior median (or mean) response functions in applied VAR analysis. In this paper, we show that these response ...
model n.[C] 1. 模型(通常小於原物)[attrib 作定语](a model train);(供用他种材料做复制品的)模型 2.(产品的某种)设计, 型号 3.(供讲解、计算等的)模型 4 no response 【计】 无响应, 无应答 modeless 非模态的 stereomodel 立体模型 submodel 辅助模型 discretemodel 离散模型 ecomodel ...
网络脉冲应答模式 网络释义 1. 脉冲应答模式 图3-2 阶梯应答模式示意图脉冲应答模式(Impulse response model) 在脉冲应答模式中,吾人可以将程序之输出值写成 ˆ y (k ) … vi.scribd.com|基于 1 个网页 例句 释义: 全部,脉冲应答模式
impulse response model 脉冲响应模相关短语 global clock (脉冲) 全局时钟 width of transition steepness (脉冲) 前沿陡度 pulse width control (选通脉冲) 脉宽调整 pilot punch (冲切侧边缺口的凸模) 定距侧刀 endodyke (岩脉) 内成岩墙 spot gluing (木模的) 点胶合 calibrating strap (拉模的) 定径带...
var model impulse response functions to characterize the impact of the disturbance term plus a one-time impact of the current value and future value of endogenous variables. 翻译结果2复制译文编辑译文朗读译文返回顶部 正在翻译,请等待... 翻译结果3复制译文编辑译文朗读译文返回顶部 ...
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In this paper,the impulse response is analyzed based on daily composite rate of P2P network lending market from April2013 to October 2016. The results show that the lending rate of P2P network and the 10-year treasury yield are mutually affected;and causal relationship is not existed between th...
Keywords: agricultural insurance; rural financial development; VAR model; impulse response function; variance decomposition 翻译结果2复制译文编辑译文朗读译文返回顶部 Keywords: agricultural insurance, rural financial development; VAR models; the impulse response function; variance decomposition ...
(2019). In contrast to the VAR literature, our proposed impulse-response confidence bands are compatible with small sample sizes and robust to parameter identification. Our framework remains agnostic with respect to the process followed by oil prices and returns by allowing for processes with no per...