impulse response


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impulse response

[′im‚pəls ri‚späns]
(control systems)
The response of a system to an impulse which differs from zero for an infinitesimal time, but whose integral over time is unity; this impulse may be represented mathematically by a Dirac delta function.
References in periodicals archive ?
The impulse response functions suggest that the effect of a shock in losses and in GDP on premiums is positive and permanent.
Thus, the corresponding impulse response function is also the same as that of the first-order solution (up to a constant term in the steady state).
We used several physiologically meaningful parameters to characterize the impulse response of the tendon reflex system (Figure 2).
Note that for robustness, I estimate impulse response functions by two related methods: the first with a standard VAR, and the second by the local projection method of Jorda (2005).
In both the real and the complex cases, we can split each elementary impulse response into four contributions
Insights into the fluctuations in the impulse responses of the default rate to a shock in the inflation rate can be gleaned by looking at the impulse responses of industrial production growth to a (positive) inflation shock.
All this theory is valid for the linear behaviour of the medium represented by its impulse response h(t).
Thus, the problem of computing impulse response is reduced to the problem of finding the impulse vector a.
In this study the emphasis is given to test the relationship among macro economic variables and Karachi stock exchange by employing via;(i) Descriptive Statistics Correlation Matrix,(iii) JJ cointegration Tests,(iv) Granger Causality Test,(v) Impulse Response Analysis and (vi) Variance Decomposition Analysis
An impulse response of return graph may be constructed with rate of return for a period (40 trading days in this study) in the vertical axis and time in the horizontal axis.
For computational convenience in the impulse response and variance decomposition analysis, the stationary output gap (x) enters the VECM model in first differences, which has to be corrected by a third "degenerate" cointegration relationship x.
Identifying Information in Impulse Response Functions