AMRO：LSTM多变量时间序列系统中的冲击传播（英文版）

Long-short term memory networks (LSTMs) offer a promising approach for analyzing shock propagation in multivariate economic and financial systems. To harness this potential, we introduce the LSTM multiplier response function, analogous to the impulse response function of a standard linear VAR model. This response function presents several advantages. Firstly, it more effectively captures nonlinear dynamics inherent in complex systems compared to linear VAR models. Secondly, it accounts for th