hi,
I calculated IRF for a VAR model with standard deviation shock. Now how can I convert impulse and responses to percentage. In other words, how can be expressed both impulse and responses as percentage?
thanks in advance
Search found 4 matches
- Tue Nov 21, 2017 11:50 pm
- Forum: Programming
- Topic: How one SD shock can be converted into percentage shock
- Replies: 1
- Views: 2265
- Sat Jul 15, 2017 3:05 am
- Forum: Estimation
- Topic: confidence interval for impulse response
- Replies: 4
- Views: 5210
Re: confidence interval for impulse response
Thanks a lot for your attention
- Tue Jun 27, 2017 8:41 pm
- Forum: Estimation
- Topic: confidence interval for impulse response
- Replies: 4
- Views: 5210
Re: confidence interval for impulse response
Hello, Is the issue that the standard error bounds weren't generated when you used the .impulse procedure? No, since my model was an unusual model, I couldn't use the .impulse procedure. So, I generated responses manually (via Programming) and now I can't calculate standard error bounds for respons...
- Mon Jun 19, 2017 3:23 am
- Forum: Estimation
- Topic: confidence interval for impulse response
- Replies: 4
- Views: 5210
confidence interval for impulse response
Hello I estimated a VAR reduced form via OLS and generated impulse responses by programming. But I couldn't calculate confidence interval for impulse responses :( Please guide me how can I compute it. Please attention, Because of I couldn't use Eviews package for estimation of VAR, now I have only c...