FAVAR add-in

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heer0
Posts: 22
Joined: Sat May 04, 2019 11:23 am

Re: FAVAR add-in

Postby heer0 » Thu Aug 15, 2019 1:11 pm

daisysunf18 wrote:Hi,I am confuse the impulse variable (optional)what should I choose , I do not see it in favar.package. thanks in advance.


The impulse command is thought to depcify the impulse in case of multiple schock variables. If you only include one shock variable in your model, this command is redundant.

Hope it helps.

daisysunf18
Posts: 3
Joined: Thu Aug 01, 2019 4:27 am

Re: FAVAR add-in

Postby daisysunf18 » Sun Aug 18, 2019 1:04 am

HI,I have another problem, I am doing an impulse response comparison chart. I use the same impulse variable ,same setting like number of lag、factor 、XDATA、XSLOW ,but different main variables(xir),At last,I have the same impluse response diagram,What is the cause of this? thanks in advance :D


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