Karamé, Frédéric - In: Journal of Economic Dynamics and Control 53 (2015) C, pp. 85-102
The development of nonlinear representations and of generalized IRFs favored the study of the variables behavior in response to an economically identified shock as regards (i) the state of the system when the shock occurs, (ii) the size of the shock and (iii) the sign of the shock. Generalized...