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- Tue Sep 19, 2017 5:40 pm
- Forum: Estimation
- Topic: Assymetric Magnitude of Impulse Response in VAR
- Replies: 3
- Views: 11064
Assymetric Magnitude of Impulse Response in VAR
Hi fellows, I'm trying to estimate impulse responses in a VAR model. The variables include oil and some other macroeconomic variables. However, the economic theory states that magnitude of positive and negative shock of oil on these macroeconomic variables are different. Thus, I need your assistance...