On the public citation graph
Generalized Impulse and its Measure
0 signed · 26 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-4076(95)01753-4openalex-extracted
Impulse response analysis in nonlinear multivariate models
inferredcites →https://doi.org/10.1016/j.jeconom.2008.08.003openalex-extracted
The wild bootstrap, tamed at last
inferredcites →https://doi.org/10.1016/j.jeconom.2015.02.004openalex-extracted
VAR for VaR: Measuring tail dependence using multivariate regression quantiles
inferredcites →https://doi.org/10.1016/j.jimonfin.2006.04.006openalex-extracted
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
inferredcites →https://doi.org/10.1016/j.jmoneco.2019.11.002openalex-extracted
The economic effects of trade policy uncertainty
inferredcites →https://doi.org/10.1016/s0165-1889(99)00013-5openalex-extracted
Nonlinear impulse response functions
inferredcites →https://doi.org/10.1017/9781108164818openalex-extracted
Structural Vector Autoregressive Analysis
inferredcites →https://doi.org/10.1057/978-1-349-95121-5_2410-1openalex-extracted
Impulse Response Function
inferredcites →https://doi.org/10.1086/261527openalex-extracted
A Capital Asset Pricing Model with Time-Varying Covariances
inferredcites →https://doi.org/10.1093/jjfinec/nbac026openalex-extracted
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics
inferredcites →https://doi.org/10.1111/j.1538-4616.2010.00323.xopenalex-extracted
Oil Price Uncertainty
inferredcites →https://doi.org/10.1111/jmcb.12015openalex-extracted
The Impact of the Volatility of Monetary Policy Shocks
inferredcites →https://doi.org/10.1111/jtsa.12452openalex-extracted
Multivariate Quantile Impulse Response Functions
inferredcites →https://doi.org/10.1162/rest_a_00693openalex-extracted
Measuring Uncertainty and Its Impact on the Economy
inferredcites →https://doi.org/10.1162/rest_e_01172openalex-extracted
Corrigendum: Measuring Uncertainty and Its Impact on the Economy
inferredcites →https://doi.org/10.1214/aos/1176350142openalex-extracted
Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis
inferredcites →https://doi.org/10.1214/aos/1176351062openalex-extracted
Bootstrap Procedures under some Non-I.I.D. Models
inferredcites →https://doi.org/10.1257/aer.20121236openalex-extracted
Fiscal Volatility Shocks and Economic Activity
inferredcites →https://doi.org/10.1257/mac.20190171openalex-extracted
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
inferredcites →https://doi.org/10.17016/ifdp.2021.1326openalex-extracted
Macroeconomic and Financial Risks: A Tale of Mean and Volatility
inferredcites →https://doi.org/10.2139/ssrn.1908330openalex-extracted
Fiscal Volatility Shocks and Economic Activity
inferredcites →https://doi.org/10.26509/frbc-wp-201622copenalex-extracted
Corrigendum to: Measuring Uncertainty and its Impact on the Economy
inferredcites →https://doi.org/10.3386/w21803openalex-extracted
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.