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by tareb
Mon Jul 23, 2018 8:31 am
Forum: Econometric Discussions
Topic: Interpreting impulse response functions: Std dev or % ?
Replies: 19
Views: 18507

Re: Interpreting impulse response functions: Std dev or % ?

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...

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