abstract this study investigates the impact of housing and non- housing investment on the iran's gross domestic production (gdp) using quarterly data from 1370-1 to 1386-4. considering that iran has an open economy and that the net export plays an important role in gdp fluctuations, this research focuses on the difference between the effects of residential and non-residential investment in open...

In identification or model reduction problems, an important task is the computation of the characteristic polynomial of the original or reduced-order system. Several literature have shown that the characteristic polynomial of a system can be extracted from the information generated by the impulse response data. For continuous systems, the Gram matrix [1,2] and the impulse response Gramian [3] a...

We derive a local linear estimator of generalized impulse response (GIR) functions for nonlinear conditional heteroskedastic autoregressive processes and show its asymptotic normality. We suggest a plug-in bandwidth based on the derived asymptotically optimal bandwidth. A local linear estimator for the conditional variance function is proposed which has simpler bias than the standard estimator....

A feedforward control algorithm for active noise control based on the recursive estimation of a generalized finite impulse response (FIR) filter is presented in this paper. Recursive least square estimation (RLSE) with variable forgetting factors is applied to a commercial air ventilation silencer to provide the online estimation of the generalized finite impulse response (FIR) filter to obtain...

The impulse response of a generalized fractional second order filter of the form ( s2α +asα +b )−γ is derived, where 0 < α ≤ 1, γ > 0. The asymptotic properties of the impulse responses are obtained for two cases, and similar properties are shown for these two cases when we change the value of γ . It is shown that only when ( s2α +asα +b )−1 has the critical stability, the generalized fractiona...

The standard linear technique of impulse response function analysis is extended to the nonlinear case by de"ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series. ( 2000 Elsevier Science B.V. All rights reserved. JEL classixcation: C22; C51; C52; E32

Accelerated parallel MRI has advantage in imaging speed, and its image quality has been improved continuously in recent years. This paper introduces a two-dimensional infinite impulse response model of inverse filter to replace the finite impulse response model currently used in generalized autocalibrating partially parallel acquisitions class image reconstruction methods. The infinite impulse ...

Building on Koop, Pesaran and Potter (1996), we propose the `generalized' impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models. Unlike the traditional impulse response analysis, our approach does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR. The approach is also used in the construction of orde...

In this paper we introduce the generalized feedforward filter, a new class of adaptive filters that combines attractive properties of finite impulse response (FIR) filters with some of the power of infinite impulse response (IIR) filters. A particular case, the gamma filter, generalizes Widrow’s adaptive transversal filter (adaline) to an infinite impulse response filter. Yet, the stability con...