@article{koop1996,
  title={Impulse response analysis in nonlinear multivariate models},
  author={Gary Koop and M. Hashem Pesaran and Simon Potter},
  year={1996},
  journal={Journal of Econometrics},
  doi={10.1016/0304-4076(95)01753-4},
  url={https://doi.org/10.1016/0304-4076(95)01753-4}
}