Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 34 for “"Impulse response function"”.
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Experimental determination of the impulse response function for elastic vibrating systems
… method for determination and analysis of the impulse response function of linear, elastic, vibrating systems is developed. A deconvolution method is developed for estimation of the impulse response function. The estimator is shown to be unbiased in the presence of measurement noise. Modal …
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Portable sensor to measure the mechanical compliance transfer function of a material
… program then creates a non-parameterized impulse response function in addition to a fit second order model for the material. The device was tested on a compliant sponge sample which exhibited highly nonlinear dynamic behavior. The low frequency compliance of the sponge was measured with …
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Volterra Systems with Realizable Kernels
… of the Volterra integral to be realizable as an impulse response function. We discover that when applicable, the internal state method is orders of magnitude more efficient than the direct numerical method. However, constructing state representation for realizable kernels can be challenging at …
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The Impact of Air Pollution on the Stock Market in South Korea
… and the Vector Auto-Regression model and the Impulse Response Function for investigating its impact according to time. Furthermore, this paper uses the 2SLS method for resolving endogeneity problems and checking robustness. If the level of air pollution increases 100 ??/?3, then the stock …
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An investigation of the relationship between trade openess and economic growth in Namibia
… as unit root, co-integration, Granger-causality, impulse response function and forecast error variance decomposition. The Johansen co-integration analysis and Vector Auto-regression Model (VAR) are used in estimating the long run relationship between trade openness and economic growth. There was …
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The impact of macroeconomic variables on the Johannesburg Stock Exchange (JSE) indices
… In addition, this study also applies the impulse response function and variance decomposition to evaluate the stock market's response to macroeconomic shocks and to determine the magnitude of influence of each variable on the share price level. The results reveal that macroeconomic …
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An assessment of the role of real exchange rate on economic growth in South Africa (1994-2015)
… for the long-run relationship were conducted. Impulse Response Function (IRF) and Variance Decomposition (VD) were also conducted to explain the response to shock amongst variables and how much of the forecasting error variance is explained by the exogenous shocks to other variables. VECM …
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Three essays investigating post-bubble housing market: prices and foreclosures
… guide for the consideration of future government responses as well as the provision of reasonable predictions for the recovery trajectory. The following three chapters of this dissertation study the impact of foreclosures since 2008 in Chicago area that was severely hit by the real estate market …
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Essays on Medium-Term Economic Cycles and Real-Financial Linkages
… local projection methods to estimate the impulse-response function. The last paper is a joint project with Dr. Nelson Sobrinho (International Monetary Fund). We produce an IMF working paper (‘A Framework for Assessing Low-Income Countries’ Capacity to Repay the IMF’). It is empirical …
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System identification of the vestibular ocular reflex via visual and vestibular co-stimulation
… vestibular system and for the diagnosis of dysfunction. Limitations in experimental equipment and in the analytic methods applied have resulted in VOR testing being conducted under artificial laboratory conditions that do not resemble the conditions under which the VOR naturally functions. The …
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Three essays on regional business cycle analysis
… by the region common shock, and the cumulative impulse response function occasionally shows different signs for the long-term response compared to the single-level structure model. The second essay is composed of two parts. The first part dates the regional business cycle phases using a …
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Analysis of DRIE uniformity for microelectromechanical systems
… this involves the convolution of an etch "layout impulse response" function or filter with the layout information (or equivalently but more efficiently the multiplication of FFTs). The proposed model is validated by using a mask layer from the MIT Microengine project as a demonstration layout. The …
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Improved Methods for Motion-Compensating and Event-Related Spinal Functional Magnetic Resonance Imaging (fMRI)
Functional magnetic resonance imaging (fMRI) has become a widely used technique for non-invasive brain mapping, and methods have now evolved to allow fMRI of the spinal cord (spinal fMRI) as well. With the goal of improving spinal fMRI, the studies presented herein have investigated potential …
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Investigating the effectiveness of transmission mechanisms of monetary policy in Sierra Leone
… tests, cointegration, Granger causality test, impulse responses and variance decomposition. The cointegration test result revealed that cointegration exists. The Granger causality test showed that gross capital formation Granger causes exchange rate and real interest rate. The impulse response …
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Time domain mathematical model for six-degree-of-freedom motion in a wave
… three-dimensional translating pulsating Green function. For numerical implementation Constant Panel Method and Higher-Order Panel Method are introduced as distribution technique of source singularities over the idealised body surface and compared for the estimation of hydrodynamic data set of …
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Yield Curves and Macro Variables Interactions and Predictions
… and macro variables based on: Granger Causality, Impulse Response Function and Variance Decomposition. Afterwards, we predicted yield curves based on ANN Regression Multitask learning, and lastly, we predicted our five macro variables based on three different ANN Classifiers, in order to …
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Analysis of the effect of oil subsidy withdrawal on the economic growth of Nigeria
… regression Model using Variance Decomposition, Impulse Response Function and Granger Causality tests to assess the effect of price deregulation through gradual subsidy withdrawal in the downstream oil sector of Nigeria on four macroeconomic variables which are; GDP, Inflation, Unemployment and …
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Testing Market Efficiency of MENA Equity Returns
… MEV on stock returns. Variance decomposition and impulse response function techniques are developed to analyse the reaction and percentage contribution of the dynamic system in response to shocks. Bai-Perron (1975) is employed to control the multiple break months in market efficiency variable. …
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Public debt and economic growth: empirical evidence from South Africa
… Analysis of variance decomposition and impulse response functions are used to illustrate the proportions of movements of variables due to its own shock relative to other variables by shocking one standard deviation. The study results indicate there is a positive relationship between …
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Essays on the empirical analysis of volatility transmission in petroleum markets
… connections through employing the Volatility Impulse Response Function (VIRF) methodology. Results suggest markedly different responsiveness to historical events and volatility/correlation dynamics across crude oil benchmark markets. Overall, the findings of this thesis have important …
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