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Добірка наукової літератури з теми "Generalized Impulse Response Functions"

Автор: Grafiati

Опубліковано: 11 березня 2023

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Статті в журналах з теми "Generalized Impulse Response Functions"

Karamé, F. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR." Economics Letters 117, no. 1 (October 2012): 230–34. http://dx.doi.org/10.1016/j.econlet.2012.04.089.

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Bação, Pedro, António Portugal Duarte, Helder Sebastião, and Srdjan Redzepagic. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?" Scientific Annals of Economics and Business 65, no. 2 (June 1, 2018): 97–117. http://dx.doi.org/10.2478/saeb-2018-0013.

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Abstract This paper investigates the information transmission between the most important cryptocurrencies - Bitcoin, Litecoin, Ripple, Ethereum and Bitcoin Cash. We use a VAR modelling approach, upon which the Geweke’s feedback measures and generalized impulse response functions are computed. This methodology allows us to fully characterize the direction, intensity and persistence of information flows between cryptocurrencies. At this data granularity, most of information transmission is contemporaneous. However, it seems that there are some lagged feedback effects, mainly from other cryptocurrencies to Bitcoin. The generalized impulse-response functions confirm that there is a strong contemporaneous correlation and that there is not much evidence of lagged effects. The exception appears to be related to the overreaction of Bitcoin returns to contemporaneous shocks.

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Al-Shayeb, Abdulrahman, and Abdulnasser Hatemi-J. "Trade openness and economic development in the UAE: an asymmetric approach." Journal of Economic Studies 43, no. 4 (September 12, 2016): 587–97. http://dx.doi.org/10.1108/jes-06-2015-0094.

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Purpose The purpose of this paper is to offer a review of the trade policy in the UAE. It also investigates the dynamic interaction between trade openness and GDP per capita in this emerging economy. Design/methodology/approach The asymmetric generalized impulse response functions and the asymmetric causality tests developed by Hatemi-J are used. Findings The results from asymmetric generalized impulse response functions indicate that a positive permanent shock in the trade openness results in a significant positive response in the cumulative sum of the positive component of the GDP per capita. Such a response is not found for the negative shocks in the trade openness. Furthermore, neither a positive nor a negative shock in the GPD per capita results in any significant response in the trade openness. These empirical findings are also supported by the implemented asymmetric causality tests. Originality/value This is the first attempt that investigates the impact of trade openness on economic performance in the UAE. Unlike previous literature on the topic, this paper allows for asymmetric impacts in the empirical model.

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Hatemi-J, Abdulnasser, and Youssef El-Khatib. "The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach." Journal of Economic Studies 47, no. 7 (April 29, 2020): 1579–89. http://dx.doi.org/10.1108/jes-06-2019-0266.

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PurposeThis paper investigates the dynamic relationship between the trade-weighted dollar exchange rates and the oil prices in the world market. Monthly data during 1980–2017 are used for this purpose.Design/methodology/approachThe symmetric and asymmetric generalized impulse response functions are estimated for these important economic indicators.FindingsThe empirical findings show that if the dollar rate increases (i.e. the dollar depreciates), the oil price will increase. The reverse relationship is also supported empirically meaning that an increase in the oil price will results in a significant depreciation of the dollar rate. Based on the asymmetric impulses responses, it can also be claimed that the negative interaction is only significant for the positive changes and not for the negative ones. Thus, the underlying variables are negatively interrelated only for the positive shocks since a negative shock from any variable does not seem to have any significant impact on the other variable. These results have implications for cross hedging of price risk.Originality/valueTo the best knowledge, this is the first attempt to investigate the relationship between the dollar weighted exchange rate and the oil pieces via the asymmetric impulse response functions. Both of these variables and their interactions are very important for investors as well as policy makers worldwide.

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YANG, Zi-Jiang, Teruo TSUJI, and Takaya SHONO. "Impulse Response Identification of Continuous Systems Using Generalized Radial Basis Function Networks." Transactions of the Society of Instrument and Control Engineers 31, no. 1 (1995): 14–21. http://dx.doi.org/10.9746/sicetr1965.31.14.

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Alvarez, Fernando, Francesco Lippi, and Aleksei Oskolkov. "The Macroeconomics of Sticky Prices with Generalized Hazard Functions." Quarterly Journal of Economics 137, no. 2 (November 8, 2021): 989–1038. http://dx.doi.org/10.1093/qje/qjab042.

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Abstract We give a full analytic characterization of a large class of sticky-price models where the firm’s price-setting behavior is described by a generalized hazard function. Such a function allows for a vast variety of empirical hazards to be fitted. This setup is microfounded by random adjustment costs, as in Caballero and Engel (1999), or by information frictions, as in Woodford (2009). We establish two main results. First, we show how to identify all the primitives of the model, including the distribution of the fundamental adjustment costs and the implied generalized hazard function, using the distribution of price changes. Second, we derive a sufficient statistic for the aggregate effect of a monetary shock: given an arbitrary generalized hazard function, the cumulative impulse response of output to a once-and-for-all monetary shock is proportional to the ratio of the kurtosis of the steady-state distribution of price changes over the frequency of price adjustment. We prove that Calvo’s model yields the upper bound and Golosov and Lucas’s model the lower bound on this measure in the class of random menu cost models.

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Nuru, Naser Yenus, and Hiluf Techane Gidey. "THE EFFECT OF EXCHANGE RATE UNCERTAINTY ON DOMESTIC INVESTMENT IN ETHIOPIA." INDIAN JOURNAL OF FINANCE AND ECONOMICS 3, no. 1 (2022): 91–102. http://dx.doi.org/10.47509/ijfe.2022.v03i01.07.

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There is no yet clear theoretical and empirical consensus on the relationship between exchange rate uncertainty and domestic investment. The main purpose of this study, therefore, is to examine the effect of real effective exchange rate uncertainty on domestic investment for the Ethiopian economy over the sample period 1992Q1- 2016Q1. To address this objective, Jordà’s (2005) local projection method is employed and generalized impulse response functions are generated in this study. The impulse response functions exhibit that one standard deviation shock in exchange rate uncertainty stimulates domestic investment for the Ethiopian economy. In response to one standard deviation shock in exchange rate uncertainty, domestic investment increases to around 4 percent at the second quarter. This may indicate the existence of risk neutral or insensitive domestic investors to exchange rate uncertainty in Ethiopia. As to the effects of other control variables, domestic investment also increases in response to real income and real effective exchange rate shocks. The effect of inflation shock on domestic investment is positive and statistically significant up to the eighth quarter, and negative and significant afterwards.

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Rahman, Sajjadur, and Apostolos Serletis. "THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS." Macroeconomic Dynamics 15, S3 (November 2011): 437–71. http://dx.doi.org/10.1017/s1365100511000204.

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In this paper we investigate the effects of oil price uncertainty and its asymmetry on real economic activity in the United States, in the context of a bivariate vector autoregression with GARCH-in-mean errors. The model allows for the possibilities of spillovers and asymmetries in the variance–covariance structure for real output growth and the change in the real price of oil. Our measure of oil price uncertainty is the conditional variance of the oil price–change forecast error. We isolate the effects of volatility in the change in the price of oil and its asymmetry on output growth and employ simulation methods to calculate generalized impulse response functions and volatility impulse response functions to trace the effects of independent shocks on the conditional means and the conditional variances, respectively, of the variables. We find that oil price uncertainty has a negative effect on output, and that shocks to the price of oil and its uncertainty have asymmetric effects on output.

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Dugda, Mulugeta, and Farzad Moazzami. "Generalized Pattern Search Algorithm for Crustal Modeling." Computation 8, no. 4 (December 8, 2020): 105. http://dx.doi.org/10.3390/computation8040105.

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In computational seismology, receiver functions represent the impulse response for the earth structure beneath a seismic station and, in general, these are functionals that show several seismic phases in the time-domain related to discontinuities within the crust and the upper mantle. This paper introduces a new technique called generalized pattern search (GPS) for inverting receiver functions to obtain the depth of the crust–mantle discontinuity, i.e., the crustal thickness H, and the ratio of crustal P-wave velocity Vp to S-wave velocity Vs. In particular, the GPS technique, which is a direct search method, does not need derivative or directional vector information. Moreover, the technique allows simultaneous determination of the weights needed for the converted and reverberated phases. Compared to previously introduced variable weights approaches for inverting H-κ stacking of receiver functions, with κ = Vp/Vs, the GPS technique has some advantages in terms of saving computational time and also suitability for simultaneous determination of crustal parameters and associated weights. Finally, the technique is tested using seismic data from the East Africa Rift System and it provides results that are consistent with previously published studies.

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Šumichrast, L’Ubomír. "Unified approach to the impulse response and green function in the circuit and field theory, part I: one–dimensional case." Journal of Electrical Engineering 63, no. 5 (November 1, 2012): 273–80. http://dx.doi.org/10.2478/v10187-012-0040-8.

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In the circuit theory the concept of the impulse response of a linear system due to its excitation by the Dirac delta function ƍ(t) together with the convolution principle is widely used and accepted. The rigorous theory of symbolic functions, sometimes called distributions, where also the delta function belongs, is rather abstract and requires subtle mathematical tools [1], [2], [3], [4]. Nevertheless, the most people intuitively well understand the delta function as a derivative of the (Heaviside) unit step function 1(t) without too much mathematical rigor. The concept of the impulse response of linear systems is here approached in a unified manner and generalized to the time-space phenomena in one dimension (transmission lines), as well as in a subsequent paper [5] to the phenomena in more dimensions (static and dynamic electromagnetic fields).

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Дисертації з теми "Generalized Impulse Response Functions"

Zsitva, Norbert. "Aproximace LTI SISO systémů s dopravním zpožděním pomocí zobecněných Laguerrových funkcí." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2018. http://www.nusl.cz/ntk/nusl-376971.

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This final thesis deals with the approximation of time delay in time invariant systems. First, the generalized Laguerre functions and their characteristics are presented. After this, the approximation of the Dirac delta function with the help of these functions is shown. Also, the choice of the free parameters is discussed and the results are evaluated with the help of energy. In the final part of the thesis, the approximations of systems with generalized and simple Laguerre functions are compared.

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Bishop, Carlton Delos. "Finite impulse response filter design using cosine series functions." Doctoral diss., University of Central Florida, 1988. http://digital.library.ucf.edu/cdm/ref/collection/RTD/id/43377.

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University of Central Florida College of Engineering Thesis
Window functions have been extensively used for the design of SAW filters. The classical truncated cosine series functions, such as the Hamming and Blackmann functions, are only a few of an infinite set of such functions. The derivation of this set of functions from orthonormal basis sets and the criteria for obtaining the constant coefficients of the functions are presented. These functions are very useful because of the closed-form expressions and their easily recognizable Fourier transform. Another approach to the design of Gaussian shaped filters having a desired sidelobe level using a 40 term cosine series will be presented as well. This approach is again non-iterative and a near equi-ripple sidelobe level filter could be achieved. A deconvolution technique will also be presented. this has the advantage of being non-iterative, simple and fast. This design method produces results comparable to the Dolph-Chebyshev technique.
Ph.D.
Doctorate
Electrical Engineering and Communication
Engineering
Electrical Engineering
41 p.
vii, 41 leaves, bound : ill. ; 28 cm.

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Kang, Shin-jae. "Korea's export performance : three empirical essays." Diss., Manhattan, Kan. : Kansas State University, 2008. http://hdl.handle.net/2097/767.

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Schulte, Walter B. "The frequency response, impulse response, and transfer function of an ocean waveguide /." Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2004. http://library.nps.navy.mil/uhtbin/hyperion/04Jun%5FSchulte.pdf.

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Thesis (M.S. in Applied Science (Signal Processing))--Naval Postgraduate School, June 2004.
Thesis advisor(s): Lawrence J. Ziomek. Includes bibliographical references (p. 47). Also available online.

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Saleem, Rashid. "Towards an end-to-end multiband OFDM system analysis." Thesis, University of Manchester, 2012. https://www.research.manchester.ac.uk/portal/en/theses/towards-an-endtoend-multiband-ofdm-system-analysis(e711f32f-1ac6-4b48-8f4e-58309c0482d3).html.

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Ultra Wideband (UWB) communication has recently drawn considerable attention from academia and industry. This is mainly owing to the ultra high speeds and cognitive features it could offer. The employability of UWB in numerous areas including but not limited to Wireless Personal Area Networks, WPAN's, Body Area Networks, BAN's, radar and medical imaging etc. has opened several avenues of research and development. However, still there is a disagreement on the standardization of UWB. Two contesting radios for UWB are Multiband Orthogonal Frequency Division Multiplexing (MB-OFDM) and DS-UWB (Direct Sequence Ultra Wideband). As nearly all of the reported research on UWB hasbeen about a very narrow/specific area of the communication system, this thesis looks at the end-to-end performance of an MB-OFDM approach. The overall aim of this project has been to first focus on three different aspects i.e. interference, antenna and propagation aspects of an MB-OFDM system individually and then present a holistic or an end-to-end system analysis finally. In the first phase of the project the author investigated the performance of MB-OFDM system under the effect of his proposed generic or technology non-specific interference. Avoiding the conventional Gaussian approximation, the author has employed an advanced stochastic method. A total of two approaches have been presented in this phase of the project. The first approach is an indirect one which involves the Moment Generating Functions (MGF's) of the Signal-to-Interference-plus-Noise-Ratio (SINR) and the Probability Density Function (pdf) of the SINR to calculate the Average Probabilities of Error of an MB-OFDM system under the influence of proposed generic interference. This approach assumed a specific two-dimensional Poisson spatial/geometric placement of interferers around the victim MB-OFDM receiver. The second approach is a direct approach and extends the first approach by employing a wider class of generic interference. In the second phase of the work the author designed, simulated, prototyped and tested novel compact monopole planar antennas for UWB application. In this phase of the research, compact antennas for the UWB application are presented. These designs employ low-loss Rogers duroid substrates and are fed by Copla-nar Waveguides. The antennas have a proposed feed-line to the main radiating element transition region. This transition region is formed by a special step-generating function-set called the "Inverse Parabolic Step Sequence" or IPSS. These IPSS-based antennas are simulated, prototyped and then tested in the ane-choic chamber. An empirical approach, aimed to further miniaturize IPSS-based antennas, was also derived in this phase of the project. The empirical approach has been applied to derive the design of a further miniaturized antenna. More-over, an electrical miniaturization limit has been concluded for the IPSS-based antennas. The third phase of the project has investigated the effect of the indoor furnishing on the distribution of the elevation Angle-of-Arrival (AOA) of the rays at the receiver. Previously, constant distributions for the AOA of the rays in the elevation direction had been reported. This phase of the research has proposed that the AOA distribution is not fixed. It is established by the author that the indoor elevation AOA distributions depend on the discrete levels of furnishing. A joint time-angle-furnishing channel model is presented in this research phase. In addition, this phase of the thesis proposes two vectorial or any direction AOA distributions for the UWB indoor environments. Finally, the last phase of this thesis is presented. As stated earlier, the overall aim of the project has been to look at three individual aspects of an MB-OFDM system, initially, and then look at the holistic system, finally. Therefore, this final phase of the research presents an end-to-end MB-OFDM system analysis. The interference analysis of the first phase of the project is revisited to re-calculate the probability of bit error with realistic/measured path loss exponents which have been reported in the existing literature. In this method, Gaussian Quadrature Rule based approximations are computed for the average probability of bit error. Last but not the least, an end-to-end or comprehensive system equation/impulse response is presented. The proposed system equation covers more aspects of an indoor UWB system than reported in the existing literature.

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Schulte, Walter B. III. "The frequency response, impulse response, and transfer function of an ocean waveguide." Thesis, Monterey, California. Naval Postgraduate School, 2004. http://hdl.handle.net/10945/1516.

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Approved for public release, distribution is unlimited
In this thesis, the ocean was modeled as a waveguide with an ideal pressure - release surface, and an ideal rigid bottom. The ocean waveguide was then treated as a linear, time - invariant, space - variant (TISV) filter or communication channel. The filter is time - invariant because no motion was modeled and because the properties of the ocean were assumed to be constant. The filter is space - variant because of the presence of the two boundaries, that is, the ocean surface and ocean bottom. This thesis investigates the ocean as a linear TISV filter by evaluating 1) the complex frequency response, 2) the impulse response, and 3) the transfer function of the ocean with respect to depth. It is shown that the TISV impulse response of the ocean contains information that can be used to help localize a target in range and whether the target is above or below the receiver. Computer simulation results were obtained by evaluating the three filter functions for several different test cases.
Ensign, United States Navy

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Mitchell, James. "Identification and estimation of impulse response functions in VAR models : analysing monetary shocks in the G7 economies." Thesis, University of Cambridge, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621674.

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Jonéus, Paulina. "The more the merrier? On the performance of factor-augmented models." Thesis, Uppsala universitet, Statistiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256760.

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Vector autoregression (VAR) models are widely used in an attempt to identify and measure the effect of monetary policy shocks on an economy and to forecast economic times series. However, the sparse information sets used in the VAR approach have been subject to criticism and in recent decades, the use of factor models as a means of dimension reduction has been a subject of greater focus. The method of summarizing information contained in a large set of macroeconomic time series by principal components, and use these as regressors in VAR models, has been pointed out as a potential solution to the problems of limited information and estimation of too many parameters. This paper combines the standard VAR methodology with dynamic factor analysis on Swedish data for two purposes, to assess the effects of monetary policy shocks and to examine the forecasting properties. Latent factors estimated by the principal components method are in this study found to contribute to a more coherent picture in line with economic theory, when examining monetary policy shocks to the Swedish economy. The factor-augmented models can on the other hand not be shown to increase the forecasting accuracy to a great extent compared to standard models.

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Srinivas, L. "FIR System Identification Using Higher Order Cumulants -A Generalized Approach." Thesis, Indian Institute of Science, 1994. http://hdl.handle.net/2005/637.

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The thesis presents algorithms based on a linear algebraic solution for the identification of the parameters of the FIR system using only higher order statistics when only the output of the system corrupted by additive Gaussian noise is observed. All the traditional parametric methods of estimating the parameters of the system have been based on the 2nd order statistics of the output of the system. These methods suffer from the deficiency that they do not preserve the phase response of the system and hence cannot identify non-minimum phase systems. To circumvent this problem, higher order statistics which preserve the phase characteristics of a process and hence are able to identify a non-minimum phase system and also are insensitive to additive Gaussian noise have been used in recent years. Existing algorithms for the identification of the FIR parameters based on the higher order cumulants use the autocorrelation sequence as well and give erroneous results in the presence of additive colored Gaussian noise. This problem can be overcome by obtaining algorithms which do not utilize the 2nd order statistics. An existing relationship between the 2nd order and any Ith order cumulants is generalized to a relationship between any two arbitrary k, Ith order cumulants. This new relationship is used to obtain new algorithms for FIR system identification which use only cumulants of order > 2 and with no other restriction than the Gaussian nature of the additive noise sequence. Simulation studies are presented to demonstrate the failure of the existing algorithms when the imposed constraints on the 2nd order statistics of the additive noise are violated while the proposed algorithms perform very well and give consistent results. Recently, a new algebraic approach for parameter estimation method denoted the Linear Combination of Slices (LCS) method was proposed and was based on expressing the FIR parameters as a linear combination of the cumulant slices. The rank deficient cumulant matrix S formed in the LCS method can be expressed as a product of matrices which have a certain structure. The orthogonality property of the subspace orthogonal to S and the range space of S has been exploited to obtain a new class of algorithms for the estimation of the parameters of a FIR system. Numerical simulation studies have been carried out to demonstrate the good behaviour of the proposed algorithms. Analytical expressions for the covariance of the estimates of the FIR parameters of the different algorithms presented in the thesis have been obtained and numerical comparison has been done for specific cases. Numerical examples to demonstrate the application of the proposed algorithms for channel equalization in data communication and as an initial solution to the cumulant matching nonlinear optimization methods have been presented.

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Rafiq, Shuddhasattwa. "Oil consumption, pollutant emission, oil proce volatility and economic activities in selected Asian Developing Economies." Thesis, Curtin University, 2009. http://hdl.handle.net/20.500.11937/693.

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It is now well established in the literature that oil consumption, oil price shocks, and oil price volatility may impact the economic activities negatively. Studies identifying the relationship between energy and/or oil consumption and output primarily take two different approaches. One approach includes energy or oil consumption in addition to output, labour, and capital. The other approach takes energy and/or oil, output and prices. Based on these two models most of the previous studies suggest energy conservation policies for different economies. However, none of the previous studies considered both of these models jointly to make policy implications and there are not many studies investigating oil consumption-output relationship in a multivariate model in the context of developing economies. Furthermore, one of the important variables in making any conservation policies, carbon emission, is omitted from the models.Similarly, there has been a large body of literature investigating the impact of oil price shocks in different economies. Nevertheless, studies analysing the impact of oil price volatility on economic activities are very limited. More importantly, studies analysing the impact of oil price volatility in developing economies are almost non-existent. In the light of increasing demand for oil from the developing nations, comprehensive studies on identifying the impact of oil consumption, oil prices, and oil price volatility on developing economies is warranted.Hence, in this thesis, the contribution of oil in economic development is investigated with the help of two different models. The first model, termed as supply-side approach, analyses the contribution of oil consumption in economic activities within the traditional production function framework. The second model, termed as demand-side approach, analyses the contribution of energy consumption in economic activities in two stages. In the first stage, oil consumption demand is analysed by a tri-variate model having oil prices as the third variable in addition to oil consumption and GDP. In the second stage, carbon emission output is determined in a tri-variate model with carbon emission as the third variable along with oil consumption and output. This thesis also performs a unique task of analysing the impact of volatility on world crude oil prices on the economic activities of six Asian developing economies.With respect to the oil consumption-output relationship, despite dissimilarities in results for causality relationships between oil consumption and output in three different models for different countries, one common result emerges. Except for the Philippines, all other countries are found to be oil dependent either from supply-side or from demand-side or from both of the sides. This implies that for all the considered developing economies, except for the Philippines, oil conservation policies seem to be harder to implement as that may retard their economic growth. In addition to that, one very important findings of the empirical analysis based on the equation regarding pollutant emission output is that for all the countries, except for Malaysia, output Granger causes pollutant emission (CO2) both in the short run and long run.With respect to the impact of oil price volatility on economies, this study finds that oil price volatility seems to impact all the economies in the short run. According to the results, oil price volatility affects GDP growth in China and Malaysia, GDP growth and inflation in India and Indonesia, while in the Philippines volatility in oil prices impacts inflation. However, in Thailand the impact channels are different for pre- and post-Asian financial crisis period. For Thailand, it can be inferred that oil price volatility impacts output growth for the whole period; however, after the Asian financial crisis the impact seems to disappear.Based on the comprehensive study within three different theoretical frameworks the policy implications regarding oil consumption-output relationship can be summarised as follows. For the Philippines, where uni-directional causality from income to oil consumption is found, she may contribute to the fight against global warming directly implementing energy conservation measures. The direction of causality indicates that the oil conservation policies can be initiated with little or no effect on economic growth. For rest of the oil dependent countries where either bidirectional causality or uni-directional causality from oil consumption to output is found in any of the models, since oil is a critical determinant of economic growth in these countries, limiting its use may retard economic growth. Nevertheless, all of these countries may initiate environmental policies aimed at decreasing energy intensity, increasing energy efficiency, and developing a market for emission trading. These countries can invest in research and development to innovate technology that makes alternative energy sources more feasible, thus mitigating pressure on the environment.According to the impact analysis of oil price volatility on economic activities, the policy implications are as follows. In Thailand, the results after the financial crisis show that adverse effect of oil price volatility has been mitigated to some extent. It seems that oil subsidization of the Thai government by introduction of the oil fund and the flexible exchange rate regime plays a significant role in improving economic performance by lessening the adverse effect of oil price volatility on macroeconomic indicators. For all other countries, the impact of oil price volatility is also of short term. Hence, the short-term impact of oil price volatility on the concerned economies may be exerted though the uncertainty born by the fluctuations in the crude oil price in the world market. As far as the impact on GDP growth is concerned, the short-run impact may also be transmitted through the investment uncertainties resulting from increased volatility in oil prices. However, from the Thai experience it can be inferred that flexible exchange rate regime insulate the economy in the short run from any adverse impact from oil price volatility on growth. Hence, it can be suggested that good subsidization policy with considerable knowledge on international currency market, both spot and future, may shield the economies from adverse consequences due to the fluctuation in oil prices in the short run. Nevertheless, this may affect other sectors of the economy like, inflation, interest rate, government budget deficit, etc.

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Книги з теми "Generalized Impulse Response Functions"

Potter, Simon M. Nonlinear impulse response functions. [New York, N.Y.]: Federal Reserve Bank of New York, 1999.

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Katzman, Brett. Optimal monetary impulse-response functions in a matching model. Cambridge, MA: National Bureau of Economic Research, 1999.

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Katzman, Brett. Optimal monetary impulse-response functions in a matching model. [Minneapolis, Minn.]: Federal Reserve Bank of Minneapolis, 1999.

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Vlaar, P. J. G. On the asymptotic distribution of impulse response functions with long run restrictions. Amsterdam: De Nederlandsche Bank, 1998.

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Frey, Douglas, Rangaraj M. Rangayyan, and Victor Coelho. Acoustical Impulse Response Functions. Morgan & Claypool Publishers, 2013.

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Frey, Douglas, Rangaraj Rangayyan, and Victor Coelho. Acoustical Impulse Response Functions of Music Performance Halls. Springer International Publishing AG, 2013.

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Frey, Douglas, Rangaraj M. Rangayyan, and Victor Coelho. Acoustical Impulse Response Functions of Music Performance Halls. Morgan & Claypool Publishers, 2013.

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Acoustical Impulse Response Functions Of Music Performance Halls. Morgan & Claypool, 2013.

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Saborowski, Christian, and Sebastian Weber. Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions. International Monetary Fund, 2013.

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Saborowski, Christian, and Sebastian Weber. Assessing the Determinants of Interest Rate Transmission Through Conditional Impulse Response Functions. International Monetary Fund, 2013.

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Частини книг з теми "Generalized Impulse Response Functions"

Polasek, Wolfgang, and Ren Lei. "Generalized Impulse Response Functions for VAR-GARCH-M Models." In Data Analysis, 299–311. Berlin, Heidelberg: Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-642-58250-9_24.

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Kuzmany, Hans. "Generalized Form of Response Functions." In Solid-State Spectroscopy, 349–65. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-01479-6_14.

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van der Seijs, M. V., P. L. C. van der Valk, T. van der Horst, and D. J. Rixen. "Towards Dynamic Substructuring Using Measured Impulse Response Functions." In Dynamics of Coupled Structures, Volume 1, 73–82. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-04501-6_6.

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Formenti, David L., David Ottman, and Mark H. Richardson. "Using Impulse Response Functions to Evaluate Baseball Bats." In Structural Dynamics, Volume 3, 1461–66. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-9834-7_129.

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Rixen, Daniel J. "Substructuring using Impulse Response Functions for Impact Analysis." In Structural Dynamics, Volume 3, 637–46. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-9834-7_56.

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Frey, Douglas, Rangaraj M. Rangayyan, and Victor Coelho. "Evaluation of Results." In Acoustical Impulse Response Functions of Music Performance Halls, 69–81. Cham: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-031-02565-5_6.

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Frey, Douglas, Rangaraj M. Rangayyan, and Victor Coelho. "Introduction." In Acoustical Impulse Response Functions of Music Performance Halls, 1–3. Cham: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-031-02565-5_1.

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Frey, Douglas, Rangaraj M. Rangayyan, and Victor Coelho. "Convolution and Filtering." In Acoustical Impulse Response Functions of Music Performance Halls, 37–55. Cham: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-031-02565-5_4.

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Frey, Douglas, Rangaraj M. Rangayyan, and Victor Coelho. "A Review of Acoustic Measurement Techniques." In Acoustical Impulse Response Functions of Music Performance Halls, 5–15. Cham: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-031-02565-5_2.

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Liu, J. M., Weidong D. Zhu, Q. H. Lu, and G. X. Ren. "An Efficient Iterative Algorithm for Accurately Calculating Impulse Response Functions." In Topics in Modal Analysis I, Volume 5, 113–25. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-2425-3_12.

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Тези доповідей конференцій з теми "Generalized Impulse Response Functions"

Tuma, Martin, and Pavel Jura. "Impulse response approximation of dead time LTI SISO systems using generalized Laguerre functions." In CENTRAL EUROPEAN SYMPOSIUM ON THERMOPHYSICS 2019 (CEST). AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5114317.

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Ajevskis, V. "Generalized impulse response function as a perturbation of a global solution to DSGE models." In APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 13th International Hybrid Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’21. AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0100888.

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de Souza, Douglas Baptista, and Sidnei Noceti Filho. "On generating a finite pulse or a symmetric impulse response by a generalized approximation function." In 2014 IEEE 5th Latin American Symposium on Circuits and Systems (LASCAS). IEEE, 2014. http://dx.doi.org/10.1109/lascas.2014.6820304.

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Bakr, E. M. "Impact Analysis of Flexible Multi-Armed Terrestrial Robots." In ASME 1997 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/detc97/vib-4214.

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Abstract A nonlinear formulation for the dynamic analysis of a flexible multi-armed terrestrial robot system which is subjected to a sudden collision during its functional use is presented. Finite rotations and large deformations of the arms are accounted for by using a Timoshenko beam theory of flexural vibration. Impacts and associated impulsive forces are incorporated into the formulation using a generalized impulse momentum balance. Numerical experimentations indicate that the use of a geometrically nonlinear Timoshenko beam model that can undergo large reference rotations could have a significant effect on the transient response of multi-armed robots subjected to impact loading.

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Xu, Y. F., and W. D. Zhu. "Efficient and Accurate Calculation of Discrete Frequency Response Functions and Impulse Response Functions." In ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/detc2015-47779.

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Modal properties of a structure can be identified by experimental modal analysis (EMA). Discrete frequency response functions (FRFs) and impulse response functions (IRFs) between responses and excitation are bases for EMA. In calculation of a discrete FRF, discrete Fourier transform (DFT) is applied to both response and excitation data series, and a transformed data series in DFT is virtually extended to have an infinite length and be periodic with a period equal to the length of the series; the resulting periodicity can be physically incorrect in some cases, which depends on an excitation technique used. There are various excitation techniques in EMA, and periodic extension in DFT for EMA using periodic random and burst random excitation is physically correct. However, EMA using periodic random excitation needs a relatively long excitation time to have responses to be steady-state and periodic, and EMA using burst random excitation needs a long sampling period for responses to decay to zero, which can result in relatively long response and excitation data series and necessitate a large number of spectral lines for associated DFTs, especially for a high sampling frequency. An efficient and accurate methodology for calculating discrete FRFs and IRFs is proposed here, by which fewer spectral lines are needed and accuracies of resulting FRFs and IRFs can be maintained. The relationship between an IRF from the proposed methodology and that from the least-squares method is shown. A new coherence function that can evaluate qualities of FRFs and IRFs from the proposed methodology in the frequency domain is used, from which meaningful coherence function values can be obtained even with response and excitation series of one sampling period. Based on the new coherence function, a fitting index is used to evaluate overall qualities of the FRFs and IRFs. The proposed methodology was numerically and experimentally applied to a two-degree-of-freedom mass-spring-damper system and an aluminum plate to estimate their FRFs, respectively. In the numerical example, FRFs from the proposed methodology agree well with the theoretical one; in the experimental example, a FRF from the proposed methodology with a random impact series agreed well with the benchmark one from a single impact test.

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de Moraes, Francisco José Vicente, and Hans Ingo Weber. "Deconvolution by Wavelets for Extracting Impulse Response Functions." In ASME 1997 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/detc97/vib-4136.

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Abstract The extraction of Impulse Response Functions (Markov parameters) is a major feature on dynamic systems identification. The convolution integral is a most important input-output relationship for linear systems. Existing methods for calculating the IRFs from the convolution integral are carried out in time or frequency domains. The orthonormal wavelet transform consists on decomposing a given signal on mutually orthogonal local basis functions. It is possible to make use of the orthogonal properties of wavelets for calculating the convolution integral. The wavelet domain preserves the temporal nature of data and, simultaneously, different frequency bands are isolated by the multiresolution analysis, without loosing the orthogonality of the wavelet terms. Algorithm matrices are well conditioned and the method is not very sensitive to output noise. Simulated and experimental analysis are performed and results presented.

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Jiao, Zhuang, and YangQuan Chen. "Impulse Response of a Generalized Fractional Second Order Filter." In ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-47867.

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The impulse response of a generalized fractional second order filter of the form (s2α + asα + b)−γ is derived, where 0 < α ≤ 1, γ > 0. The asymptotic properties of the impulse responses are obtained for two cases, and similar properties are shown for these two cases when we change the value of γ. It is shown that only when (s2α + asα + b)−1 has the critical stability, the generalized fractional second order filter (s2α + asα + b)−γ has different properties as we change the value of γ. Finally, numerical examples to illustrate the impulse response are provided to verify the proposed concepts.

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Farr, Everett G. "Antenna impulse response and the generalized antenna scattering matrix." In 2013 USNC-URSI Radio Science Meeting (Joint with AP-S Symposium). IEEE, 2013. http://dx.doi.org/10.1109/usnc-ursi.2013.6715376.

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Meyer-Kahlen, Nils, and Sebastian J. Schlecht. "Blind Directional Room Impulse Response Parameterization from Relative Transfer Functions." In 2022 International Workshop on Acoustic Signal Enhancement (IWAENC). IEEE, 2022. http://dx.doi.org/10.1109/iwaenc53105.2022.9914706.

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Yan Li, Hu Sheng, and YangQuan Chen. "Impulse response invariant discretization of a generalized commensurate fractional order filter." In 2010 8th World Congress on Intelligent Control and Automation (WCICA 2010). IEEE, 2010. http://dx.doi.org/10.1109/wcica.2010.5553926.

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Звіти організацій з теми "Generalized Impulse Response Functions"

Katzman, Brett, John Kennan, and Neil Wallace. Optimal Monetary Impulse-Response Functions in a Matching Model. Cambridge, MA: National Bureau of Economic Research, November 1999. http://dx.doi.org/10.3386/w7425.

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Rahmani, Mehran, and Manan Naik. Structural Identification and Damage Detection in Bridges using Wave Method and Uniform Shear Beam Models: A Feasibility Study. Mineta Transportation Institute, February 2021. http://dx.doi.org/10.31979/mti.2021.1934.

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This report presents a wave method to be used for the structural identification and damage detection of structural components in bridges, e.g., bridge piers. This method has proven to be promising when applied to real structures and large amplitude responses in buildings (e.g., mid-rise and high-rise buildings). This study is the first application of the method to damaged bridge structures. The bridge identification was performed using wave propagation in a simple uniform shear beam model. The method identifies a wave velocity for the structure by fitting an equivalent uniform shear beam model to the impulse response functions of the recorded earthquake response. The structural damage is detected by measuring changes in the identified velocities from one damaging event to another. The method uses the acceleration response recorded in the structure to detect damage. In this study, the acceleration response from a shake-table four-span bridge tested to failure was used. Pairs of sensors were identified to represent a specific wave passage in the bridge. Wave velocities were identified for several sensor pairs and various shaking intensities are reported; further, actual observed damage in the bridge was compared with the detected reductions in the identified velocities. The results show that the identified shear wave velocities presented a decreasing trend as the shaking intensity was increased, and the average percentage reduction in the velocities was consistent with the overall observed damage in the bridge. However, there was no clear correlation between a specific wave passage and the observed reduction in the velocities. This indicates that the uniform shear beam model was too simple to localize the damage in the bridge. Instead, it provides a proxy for the overall extent of change in the response due to damage.

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Tsidylo, Ivan M., Serhiy O. Semerikov, Tetiana I. Gargula, Hanna V. Solonetska, Yaroslav P. Zamora, and Andrey V. Pikilnyak. Simulation of intellectual system for evaluation of multilevel test tasks on the basis of fuzzy logic. CEUR Workshop Proceedings, June 2021. http://dx.doi.org/10.31812/123456789/4370.

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The article describes the stages of modeling an intelligent system for evaluating multilevel test tasks based on fuzzy logic in the MATLAB application package, namely the Fuzzy Logic Toolbox. The analysis of existing approaches to fuzzy assessment of test methods, their advantages and disadvantages is given. The considered methods for assessing students are presented in the general case by two methods: using fuzzy sets and corresponding membership functions; fuzzy estimation method and generalized fuzzy estimation method. In the present work, the Sugeno production model is used as the closest to the natural language. This closeness allows for closer interaction with a subject area expert and build well-understood, easily interpreted inference systems. The structure of a fuzzy system, functions and mechanisms of model building are described. The system is presented in the form of a block diagram of fuzzy logical nodes and consists of four input variables, corresponding to the levels of knowledge assimilation and one initial one. The surface of the response of a fuzzy system reflects the dependence of the final grade on the level of difficulty of the task and the degree of correctness of the task. The structure and functions of the fuzzy system are indicated. The modeled in this way intelligent system for assessing multilevel test tasks based on fuzzy logic makes it possible to take into account the fuzzy characteristics of the test: the level of difficulty of the task, which can be assessed as “easy”, “average", “above average”, “difficult”; the degree of correctness of the task, which can be assessed as “correct”, “partially correct”, “rather correct”, “incorrect”; time allotted for the execution of a test task or test, which can be assessed as “short”, “medium”, “long”, “very long”; the percentage of correctly completed tasks, which can be assessed as “small”, “medium”, “large”, “very large”; the final mark for the test, which can be assessed as “poor”, “satisfactory”, “good”, “excellent”, which are included in the assessment. This approach ensures the maximum consideration of answers to questions of all levels of complexity by formulating a base of inference rules and selection of weighting coefficients when deriving the final estimate. The robustness of the system is achieved by using Gaussian membership functions. The testing of the controller on the test sample brings the functional suitability of the developed model.

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Rahmani, Mehran, Xintong Ji, and Sovann Reach Kiet. Damage Detection and Damage Localization in Bridges with Low-Density Instrumentations Using the Wave-Method: Application to a Shake-Table Tested Bridge. Mineta Transportation Institute, September 2022. http://dx.doi.org/10.31979/mti.2022.2033.

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This study presents a major development to the wave method, a methodology used for structural identification and monitoring. The research team tested the method for use in structural damage detection and damage localization in bridges, the latter being a challenging task. The main goal was to assess capability of the improved method by applying it to a shake-table-tested prototype bridge with sparse instrumentation. The bridge was a 4-span reinforced concrete structure comprising two columns at each bent (6 columns total) and a flat slab. It was tested to failure using seven biaxial excitations at its base. Availability of a robust and verified method, which can work with sparse recording stations, can be valuable for detecting damage in bridges soon after an earthquake. The proposed method in this study includes estimating the shear (cS) and the longitudinal (cL) wave velocities by fitting an equivalent uniform Timoshenko beam model in impulse response functions of the recorded acceleration response. The identification algorithm is enhanced by adding the model’s damping ratio to the unknown parameters, as well as performing the identification for a range of initial values to avoid early convergence to a local minimum. Finally, the research team detect damage in the bridge columns by monitoring trends in the identified shear wave velocities from one damaging event to another. A comprehensive comparison between the reductions in shear wave velocities and the actual observed damages in the bridge columns is presented. The results revealed that the reduction of cS is generally consistent with the observed distribution and severity of damage during each biaxial motion. At bents 1 and 3, cS is consistently reduced with the progression of damage. The trends correctly detected the onset of damage at bent 1 during biaxial 3, and damage in bent 3 during biaxial 4. The most significant reduction was caused by the last two biaxial motions in bents 1 and 3, also consistent with the surveyed damage. In bent 2 (middle bent), the reduction trend in cS was relatively minor, correctly showing minor damage at this bent. Based on these findings, the team concluded that the enhanced wave method presented in this study was capable of detecting damage in the bridge and identifying the location of the most severe damage. The proposed methodology is a fast and inexpensive tool for real-time or near real-time damage detection and localization in similar bridges, especially those with sparsely deployed accelerometers.

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