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This study proposes a generalized wind loading chain to describe a complete relationship among wind, force, and response induced by nonstationary wind events such as tropical storms or downbursts to complement the Davenport wind loading chain. In the proposed chain, nonstationary winds are represented as a nonstationary model in terms of the time-varying mean and nonstationary fluctuating wind components similar to a stationary model involving the mean and stationary fluctuating wind components in the Davenport's stationary wind loading chain. Specifically, the five chain components of the fluctuating wind in the Davenport's chain such as gustiness of wind, aerodynamic transfer/admittance, aerodynamic force, structural transfer/admittance, and response statistics are recast as time-dependent counterparts in the time-frequency domain to capture nonstationary winds effects on structures. These components are formulated using the evolutionary power spectral density (EPSD) as a form of time-frequency representation that captures salient features of nonstationary tropical storm and downburst winds. As an alternative, a wavelet-based representation is also offered. A numerical example demonstrates the estimation of nonstationary response using the proposed generalized chain. For possible codification of nonstationary wind effects on structures, a preliminary examination suggests that the extreme nonstationary response computed by the generalized chain may be conveniently meshed with the gust front factor or its generalized version frameworks. This may facilitate a rapid shift in the current design approach from stationary to nonstationary winds. [ABSTRACT FROM AUTHOR]