Relevant bibliographies by topics / Impulse response functions

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Impulse response functions'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Impulse response functions"

1

Potter, Simon M. "Nonlinear impulse response functions." Journal of Economic Dynamics and Control 24, no. 10 (2000): 1425–46. http://dx.doi.org/10.1016/s0165-1889(99)00013-5.

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Montes‐Rojas, Gabriel. "Multivariate Quantile Impulse Response Functions." Journal of Time Series Analysis 40, no. 5 (2019): 739–52. http://dx.doi.org/10.1111/jtsa.12452.

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Tubiello, Francesco N., and Michael Oppenheimer. "Impulse-response functions and anthropogenic CO2." Geophysical Research Letters 22, no. 4 (1995): 413–16. http://dx.doi.org/10.1029/94gl03276.

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Breitung, Jörg, and Philip Hans Franses. "Impulse response functions for periodic integration." Economics Letters 55, no. 1 (1997): 35–40. http://dx.doi.org/10.1016/s0165-1765(97)00047-5.

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Wickens, Michael R., and Roberto Motto. "Estimating shocks and impulse response functions." Journal of Applied Econometrics 16, no. 3 (2001): 371–87. http://dx.doi.org/10.1002/jae.617.

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Herlufsen, Henrik, and Svend Gade. "Errors involved in computing impulse response functions via frequency response functions." Mechanical Systems and Signal Processing 6, no. 3 (1992): 193–206. http://dx.doi.org/10.1016/0888-3270(92)90023-c.

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Naka, Atsuyuki, and David Tufte. "Examining impulse response functions in cointegrated systems." Applied Economics 29, no. 12 (1997): 1593–603. http://dx.doi.org/10.1080/00036849700000035.

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Plagborg-M{ø}ller, Mikkel. "Bayesian inference on structural impulse response functions." Quantitative Economics 10, no. 1 (2019): 145–84. http://dx.doi.org/10.3982/qe926.

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Kozachenko, Yu V., and I. V. Rozora. "Cross-correlogram estimators of impulse response functions." Theory of Probability and Mathematical Statistics 93 (February 7, 2017): 79–91. http://dx.doi.org/10.1090/tpms/995.

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Jun Li, Hong Hao, and XINGYU FAN. "Structural Damage Identification with Extracted Impulse Response Functions and Optimal Sensor Locations." Electronic Journal of Structural Engineering 14, no. 1 (2015): 123–32. http://dx.doi.org/10.56748/ejse.141961.

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This paper presents a structural damage identification approach based on the time domain impulse response functions, which are extracted from the measured dynamic responses with the input available. The theoretical sensitivity of the impulse response function with respect to the system stiffness parameters considering the damping model is derived. The first-order sensitivity based model updating technique is performed for the iterative model updating. The initial structural finite element model and acceleration measurements from the damaged structure are required. Local damage is identified as
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Dissertations / Theses on the topic "Impulse response functions"

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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<br>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
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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.<br>Thesis advisor(s): Lawrence J. Ziomek. Includes bibliographical references (p. 47). Also available online.
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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<br>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 line
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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 t
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Hathibelagal, Amithavikram Rugvedi. "The role of noise on rod signaling in the visual pathways." Thesis, Queensland University of Technology, 2018. https://eprints.qut.edu.au/122230/1/Amithavikram%20Rugvedi_Hathibelagal_Thesis.pdf.

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Rod and cone photoreceptors in the human eye operate simultaneously under dim (mesopic) illuminations, however, it's not clear how their signals interact to regulate our visual experience. These photoreceptor interactions were investigated using a new methodology designed to isolate rod-mediated vision by separating it from the effects of cone photoreceptor-specific noise. The outcomes revealed a mechanism requiring cone-directed transmission of rod signals through the primary visual pathways that optimizes human vision under twilight illumination.
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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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Hidayat, Egi. "On Identification of Biological Systems." Doctoral thesis, Uppsala universitet, Avdelningen för systemteknik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-215699.

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System identification finds nowadays application in various areas of biological research as a tool of empiric mathematical modeling and model individualization. A fundamental challenge of system identification in biology awaits in the form of response variability. Furthermore, biological systems tend to exhibit high degree of nonlinearity as well as significant time delays. This thesis covers system identification approaches developed for the applications within two particular biomedical fields: neuroscience and endocrinology. The first topic of the thesis is parameter estimation of the classi
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Subramaniam, Vijayaratnam. "AGRICULTURAL INTERSECTORAL LINKAGES AND THEIR CONTRIBUTION TO ECONOMIC DEVELOPMENT." UKnowledge, 2010. http://uknowledge.uky.edu/gradschool_diss/771.

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The transition from communism to capitalism at the end of the last century was one of the most significant events in the world economy since industrialization. During the latter part of the 1980s, people the Central and Eastern European countries and former Soviet Republics opted for a change from highly distorted command economic system to a market driven economic system. Privatization and liberalization policies led to major changes in the commodity mix and volume of agricultural production, consumption and trade. However, the changes and the impacts varied among countries as they followed d
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Uzinski, Julio Cezar [UNESP]. "A state-space parameterization for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions." Universidade Estadual Paulista (UNESP), 2016. http://hdl.handle.net/11449/146716.

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Books on the topic "Impulse response functions"

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Potter, Simon M. Nonlinear impulse response functions. Federal Reserve Bank of New York, 1999.

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

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Katzman, Brett. Optimal monetary impulse-response functions in a matching model. 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. De Nederlandsche Bank, 1998.

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Hall, Alastair. Information criteria for impulse response function matching estimation of DSGE models. Federal Reserve Bank of Atlanta, 2007.

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Nowożyński, Krzysztof. New methods for parameterization and determination of transfer functions and impulse responses. Institute of Geophysics, Polish Academy of Sciences, 2005.

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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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Book chapters on the topic "Impulse response functions"

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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. 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. 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. 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. 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. 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. 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. Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-031-02565-5_2.

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

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Pillonetto, Gianluigi, Tianshi Chen, Alessandro Chiuso, Giuseppe De Nicolao, and Lennart Ljung. "Regularization in Reproducing Kernel Hilbert Spaces for Linear System Identification." In Regularized System Identification. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-95860-2_7.

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AbstractIn the previous parts of the book, we have studied how to handle linear system identification by using regularized least squares (ReLS) with finite-dimensional structures given, e.g., by finite impulse response (FIR) models. In this chapter, we cast this approach in the RKHS framework developed in the previous chapter. We show that ReLS with quadratic penalties can be reformulated as a function estimation problem in the finite-dimensional RKHS induced by the regularization matrix. This leads to a new paradigm for linear system identification that provides also new insights and regulari
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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. Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-2425-3_12.

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Conference papers on the topic "Impulse response functions"

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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 tec
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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 t
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Hermanns, Anno, Diana M. Lininger, Claus Benkert, and Dana Z. Anderson. "Impulse response of two-beam coupling amplifiers." In OSA Annual Meeting. Optica Publishing Group, 1990. http://dx.doi.org/10.1364/oam.1990.thmm1.

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We derive the impulse-response function of two-beam coupling amplification in the linear regime. Beam loss from absorption and beam fanning are also included. For gains greater than e4, the impulse time response has a peak. The location of the peak in time and its height are functions of the gain, loss, and time constant. Analytic results are obtained for the case of zero-signal beam loss. The case that includes loss from absorption and beam fanning is somewhat more complex. We have made measurements on barium titanate, both in the time domain and in the frequency domain, to verify the theoret
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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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Dahl, Tobias, Bjorn Syversrud, and Sverre Holm. "Source Enhancement and Suppression with Binaural Head Related Impulse Response Functions." In Proceedings of the 7th Nordic Signal Processing Symposium - NORSIG 2006. IEEE, 2006. http://dx.doi.org/10.1109/norsig.2006.275290.

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ribeiro, sidney, Gabriela Oliveira, and Gilmar Guimaraes. "ANALITYCAL IMPULSE RESPONSE IDENTIFICATION FOR A MOVING HEAT SOURCE PROBLEM USING GREEN’S FUNCTIONS." In 25th International Congress of Mechanical Engineering. ABCM, 2019. http://dx.doi.org/10.26678/abcm.cobem2019.cob2019-1388.

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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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Robertson, A. N., K. C. Park, and K. F. Alvin. "Extraction of Impulse Response Data via Wavelet Transform for Structural System Identification." In ASME 1995 Design Engineering Technical Conferences collocated with the ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium. American Society of Mechanical Engineers, 1995. http://dx.doi.org/10.1115/detc1995-0379.

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Abstract This paper presents a wavelet transform-based method of extracting the impulse response characteristics from the measured disturbances and response histories of linear structural dynamic systems. The proposed method appears to have alleviated some of the most pronounced deleterious aspects of both the time-domain methods that suffer from the matrix ill-conditioning of the input signals and FFT-based methods that must cope with erraneous auto and cross-correlation functions, unless the input signals are rich enough in frequency content The method is found to be effective in capturing v
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Miller, Richard T., and Christopher W. Tyler. "Paley-Wiener revisited." In OSA Annual Meeting. Optica Publishing Group, 1988. http://dx.doi.org/10.1364/oam.1988.mb1.

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The Paley-Wiener criterion is used to define the universe of functions in the frequency domain for which the impulse responses are causal, i.e., physically realizable in the time domain. By methods similar to those of Paley and Wiener, we prove a kindred result. Specifically, we find a family of functions K k [ω, α(ω)] so that given a transfer function amplitude αω, if ∫ − ∞ ∞ K k d ω is finite for some k, there is a .(highly nonunique) transfer phase θ k (ω) for which the impulse response I k (t) corresponding to α exp(θ k ), is of the order of exp(kt). A striking corollary is that, if transf
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Wang, Yang, K. F. Brennan, M. C. Teich, and B. E. A. Saleh. "Theoretical studies of the temporal response of the doped quantum well avalanche photodiode." In OSA Annual Meeting. Optica Publishing Group, 1988. http://dx.doi.org/10.1364/oam.1988.thaa3.

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We present calculations of the temporal response of a doped quantum well avalanche photodiode made from the GaAs/AlGaAs material system. The calculations are based on both an ensemble Monte Carlo method and an analytic formulation based on the direct calculation of the impulse response function in terms of the density functions for the transit times. These analyses are applied to a doped quantum well structure in which single-carrier-initiated double-carrier multiplication conditions occur. The results show that the envelope of the impulse response function decays rapidly due to the negligible
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Reports on the topic "Impulse response functions"

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Francis, Neville, Michael Owyang, and Daniel Soques. Impulse Response Functions for Self-Exciting Nonlinear Models. National Bureau of Economic Research, 2023. http://dx.doi.org/10.3386/w31709.

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Owyang, Michael T., Daniel Soques, and Neville Francis. Impulse Response Functions for Self-Exciting Nonlinear Models. Federal Reserve Bank of St. Louis, 2023. http://dx.doi.org/10.20955/wp.2023.021.

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

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Alonso-Álvarez, Irma, and Daniel Santabárbara. Decoding Structural Shocks in the Global Oil Market. Banco de España, 2025. https://doi.org/10.53479/40225.

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In this paper, we present a straightforward structural model of the oil market designed to disentangle demand and supply shocks. This model is regularly employed and updated in the Banco de España to enhance the understanding of oil market dynamics. Building on the work of Kilian and Murphy (2014), we introduce a novel business cycle measure based on the co-movement of real commodity prices to capture global demand shocks, and also include an oil-specific demand shock. Our impulse response functions and historical decomposition align with previous studies and effectively capture significant hi
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Gálvez, Julio. Household portfolio choices under (non-)linear income risk: an empirical framework. Banco de España, 2023. http://dx.doi.org/10.53479/33792.

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This paper develops a flexible, semi-structural framework to empirically quantify the non-linear transmission of income shocks to household portfolio choice decisions both at the extensive and intensive margins. I model stock market participation and portfolio allocation rules as age-dependent functions of persistent and transitory earnings components, wealth and unobserved taste shifters. I establish non-parametric identification and propose a tractable, simulation-based estimation algorithm, building on recent developments in the sample selection literature. Using recent waves of PSID data,
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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, 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
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Diakonova, Marina, Corinna Ghirelli, and Juan Quiñónez. Economic Policy Uncertainty in Central America and the Dominican Republic. Banco de España, 2024. http://dx.doi.org/10.53479/37524.

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The advent of Big Data and computational tools has transformed macroeconomic analysis, introducing real-time, high-frequency text-based indicators such as the economic policy uncertainty (EPU) index pioneered by Baker et al. (2016). However, constructing the EPU index for developing economies remains a challenge, mostly due to limited press coverage. Our study focuses on the Central American region, comprising Costa Rica, El Salvador, Guatemala, Honduras, Nicaragua, Panama and the Dominican Republic (CAPADR). We construct country-specific EPU indices using a combination of local and regional s
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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, 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 excitation
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Rivera, John Paolo, and Tereso Jr Tullao. Inclusivity of Factor Flows in a Labor-Surplus Economy: Experience of the Philippines. Philippine Institute for Development Studies, 2023. http://dx.doi.org/10.62986/dp2023.32.

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Under the assumption of full employment, this study probed the impact of labor emigration on wages, employment, and production in the capital- and labor-intensive sectors of the Philippines, represented by manufacturing and agriculture, respectively. It investigated whether deployment, remittances, and foreign direct investment (FDI) flows are inclusive, given the consequential employment opportunities for unemployed resources left behind, specifically unskilled workers that are biased towards the employment of labor and the production of labor-intensive goods. Subjecting Philippine data from
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10

Kott, Phillip S. The Role of Weights in Regression Modeling and Imputation. RTI Press, 2022. http://dx.doi.org/10.3768/rtipress.2022.mr.0047.2203.

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Abstract:
When fitting observations from a complex survey, the standard regression model assumes that the expected value of the difference between the dependent variable and its model-based prediction is zero, regardless of the values of the explanatory variables. A rarely failing extended regression model assumes only that the model error is uncorrelated with the model’s explanatory variables. When the standard model holds, it is possible to create alternative analysis weights that retain the consistency of the model-parameter estimates while increasing their efficiency by scaling the inverse-probabili
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