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- Mon Jul 23, 2018 8:31 am
- Forum: Econometric Discussions
- Topic: Interpreting impulse response functions: Std dev or % ?
- Replies: 21
- Views: 66538
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...