Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062493 | Economics Letters | 2007 | 5 Pages |
Abstract
This paper derives an analytical expression of the “impulse response function” for the skeleton of a restricted version of the typical ESTAR model reported in the real exchange rate literature. The expression involves the Lambert function and provides further insights to the complexities that nonlinear models introduce to impulse response analysis.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ioannis A. Venetis, Ivan Paya, David A. Peel,