Impulse response function graph in TVECM

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crayonyak
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Joined: Fri Apr 07, 2017 11:19 pm

Impulse response function graph in TVECM

Postby crayonyak » Tue Apr 18, 2017 10:16 pm

Hello, everyone.

I'm senior in university, and writing about APT(asymmetric price transmission).

So, I used TVECM for this and I'm done most of my work with eviews and r program.

However, when I was looking for TVECM impulse response function (and also graph for this), I noticed that there was nothing in tarcoin add-in package in eviews. (or just I missed it)

Is there any thing I can do for this? I think it will be nice even though it is not in eviews, but in r

I'm sorry for poor english :(

Thanks for reading!

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