Impulse response from a model object

For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.

Moderators: EViews Gareth, EViews Moderator

ashtongate
Posts: 21
Joined: Thu Sep 25, 2008 10:39 am
Location: Washington DC

Impulse response from a model object

Postby ashtongate » Mon Aug 10, 2009 6:58 am

I am trying to obtain impulse responses from a VAR using the model object. I cannot use regular VARs as I needed to enter the system in as a group of equations for a variety of reasons. I have made a model from the estimated VAR and have been able to solve it. The next step is, I assume, to use an add factor on one of the equations after setting all of the variables to zero (i.e. steady state)? Is there any way to orthognalize the impulses? Any help appreciated, thanks!

donihue
Posts: 137
Joined: Wed Oct 07, 2009 8:51 am

Re: Impulse response from a model object

Postby donihue » Mon Nov 02, 2009 9:22 am

Like Ashtongate (whose August post has gone unanswered) I need to obtain impulse responses from a system object (which in this case is a VAR plus identities). This can be done in RATS, but I do not see any obvious way to do it in EViews. Can anyone indicate whether (and if so, how) this can be done in EViews. Many thanks.
Regards
Donihue


Return to “Models”

Who is online

Users browsing this forum: No registered users and 1 guest