A Study on Bitcoin Price Volatility Based on the SVAR Model and Impulse Response Analysis

2021 ◽  
pp. 214-225
Author(s):  
Hecong Xu ◽  
Xiaolei Xu ◽  
Zhen Wu ◽  
Haifeng Guo ◽  
Yuxi Zhang ◽  
...  
Keyword(s):  
Impulse Response ◽  
Price Volatility ◽  
Response Analysis ◽  
Impulse Response Analysis ◽  
Svar Model

Impulse response analysis in nonlinear multivariate models

1996 ◽  
Vol 74 (1) ◽  
pp. 119-147 ◽  
Author(s):  
Gary Koop ◽  
M.Hashem Pesaran ◽  
Simon M. Potter
Keyword(s):  
Impulse Response ◽  
Response Analysis ◽  
Multivariate Models ◽  
Impulse Response Analysis

Sound Insulation of Open Screens: Measurement by Impulse Response Analysis

1997 ◽  
Vol 4 (1) ◽  
pp. 51-72 ◽  
Author(s):  
R. Lyons ◽  
B.M. Gibbs
Keyword(s):  
Impulse Response ◽  
Standard Method ◽  
Transmission Loss ◽  
Practical Method ◽  
Companion Paper ◽  
Sound Insulation ◽  
Response Analysis ◽  
Impulse Response Analysis ◽  
Method Of Measurement ◽  
Good Agreement

In a companion paper. Impulse Response Analysis methods were developed as a practical method of measuring the sound insulation of panels, both as partitions and as solid screens and a method for comparing the results with the standard method of measurement for transmission loss, ISO 140, was demonstrated. In this paper studies are presented on the application of the method to more complex open forms of screen. A prediction model has been used for the simpler form of screen, which shows good agreement with measurements. For the more complicated screens, which provide greater sound insulation, the results are compared with standard ISO 140 measurements.

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