An impulse response function describes the dynamic evolution of an outcome variable following a stimulus or treatment. A common hypothesis of interest is whether the treatment affects the outcome. We ...

Among the largest university presses in the world, The MIT Press publishes over 200 new books each year along with 30 journals in the arts and humanities, economics, international affairs, history, ...

Norman R. Swanson, Clive W. J. Granger, Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions, Journal of the American Statistical Association, ...