Search: IRFs
RBA Glossary definition for IRFs
IRFs – Impulse Response Functions
Search Results
Appendix A: Sign Restriction Algorithm
31 Dec 2010
RDP
2010-07
t. and its corresponding structural IRFs for domestic and foreign shocks. ... Check whether the IRFs satisfy all the sign restrictions described in Table 2.
https://www.rba.gov.au/publications/rdp/2010/2010-07/appendix-a.html
VAR Models with Simulated Data
31 Dec 2010
RDP
2010-07
This ensures that the differences between the true IRF's and the estimated IRF's are not simply due to a bias in estimating the size of the policy shock. ... They still find that there are large differences between the true IRFs and the estimated IRFs.
https://www.rba.gov.au/publications/rdp/2010/2010-07/var-models-with-simulated-data.html
Estimating the Small Open Economy Model
31 Dec 2010
RDP
2010-07
0.25]. Inv gamma. 2. The ‘true’ impulse response functions (IRFs) generated by the DSGE model (based on the posterior mean of the estimated parameters) are presented in Figure 1.
https://www.rba.gov.au/publications/rdp/2010/2010-07/estimating-small-open-economy-model.html