Search found 1 match
Search found 1 match • Page 1 of 1
- Mon Jul 23, 2018 8:31 am
- Forum: Econometric Discussions
- Topic: Interpreting impulse response functions: Std dev or % ?
- Replies: 19
- Views: 21757
Hi, Appologies in advance if my question are very basic, however, i would highly appriciate your feedback. I am estimating a VAR with Choleski approach. My variables are Bond Yields, Interest Rates on Loan, Investments (growth rates) and GDP growth rates. After i run a VAR and interpreting the IRF i...