#2710. Impulse response analysis for structural dynamic models with nonlinear regressors

November 2026publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript3000 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Economics and Econometrics;
Places in the authors’ list:
place 1place 2place 3place 4
FreeFreeFreeFree
900 $800 $700 $600 $
Contract №2710.1 Contract №2710.2 Contract №2710.3 Contract №2710.4
1 place - free (for sale)
2 place - free (for sale)
3 place - free (for sale)
4 place - free (for sale)

Abstract:
The article studies the construction of nonlinear impulse responses in linear structural-dynamic models, including nonlinearly transformed regressors. The results show that the modified LP estimate is consistent in special cases, but less accurate in finite samples than the plug-in estimate.
Keywords:
Block recursive model; Censored regressor; Control function; Local projection; Monte Carlo integration; Nonlinear responses; Nonlinear transformation; Partial identification; Structural model

Contacts :
0