ABBREVIATIONS ADF: Augmented Dickey Fuller ARCH: Autoregressive Conditional Heteroskedasticity BP: Bai and Perron CPI: Consumer Price Index GARCH: Generalized Autoregressive Conditional Heteroskedasticity GDP: Gross Domestic Product GIRF: Generalized Impulse Response Function IRF: Impulse Response Function LM: Lagrange Multiplier OLS: Ordinary Least Square VAR: Vector Autoregression doi:10.
What does GIRF stand for?
GIRF stands for Generalized Impulse Response Function (economics)
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Samples in periodicals archive:
We use a generalized impulse response function developed by Koop et al.
Because the traditional impulse response function generated from a VAR is sensitive to how the researcher chooses to order the variables, with different orderings often giving vastly different results, we employ the recently developed generalized impulse response function (Koop, Pesaran, and Potter 1996; Pesaran and Shin 1998).