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by e.kheirandish
Tue Nov 21, 2017 11:50 pm
Forum: Programming
Topic: How one SD shock can be converted into percentage shock
Replies: 1
Views: 2265

How one SD shock can be converted into percentage shock

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
by e.kheirandish
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
by e.kheirandish
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...
by e.kheirandish
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...

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