Generalized impulse response analysis in a fractionally integrated vector autoregressive model

H.X. Do, R.D. Brooks, Sirimon Treepongkaruna

Research output: Contribution to journalArticle

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)462-465
JournalEconomics Letters
Volume118
Issue number3
DOIs
Publication statusPublished - 2013

Cite this

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title = "Generalized impulse response analysis in a fractionally integrated vector autoregressive model",
author = "H.X. Do and R.D. Brooks and Sirimon Treepongkaruna",
year = "2013",
doi = "10.1016/j.econlet.2012.12.023",
language = "English",
volume = "118",
pages = "462--465",
journal = "Economic Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "3",

}

Generalized impulse response analysis in a fractionally integrated vector autoregressive model. / Do, H.X.; Brooks, R.D.; Treepongkaruna, Sirimon.

In: Economics Letters, Vol. 118, No. 3, 2013, p. 462-465.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Generalized impulse response analysis in a fractionally integrated vector autoregressive model

AU - Do, H.X.

AU - Brooks, R.D.

AU - Treepongkaruna, Sirimon

PY - 2013

Y1 - 2013

U2 - 10.1016/j.econlet.2012.12.023

DO - 10.1016/j.econlet.2012.12.023

M3 - Article

VL - 118

SP - 462

EP - 465

JO - Economic Letters

JF - Economic Letters

SN - 0165-1765

IS - 3

ER -