An algorithm for generalized impulse-response functions in Markov-switching structural VAR

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 230-234

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We transpose the Generalized Impulse-Response Function (GIRF) developed by Koop et al. (1996) to Markov-Switching structural VARs. As the algorithm displays an exponentially increasing complexity as regards the prediction horizon, we use the collapsing technique to easily obtain simulated trajectories (shocked or not), even for the most general representations. Our approach encompasses the existing IRFs proposed in the literature and is illustrated with an applied example on gross job flows.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:230-234
Journal Field
General
Author Count
1
Added to Database
2026-01-25