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by simon
Sun Dec 30, 2018 2:45 am
Forum: Estimation
Topic: Impulse Response Function of a State Space Model
Replies: 0
Views: 327

Impulse Response Function of a State Space Model

Dear all, I have estimated a state space model similar to: Diebold, Rudebusch, Aruoba (2006): "The macroeconomy and the yield curve: a dynamic latent factor approach". (You can find the model specification attached) I would like to compute the Impulse Response Functions, however I have onl...

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