Dynamic Multipliers

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hugovpr
Posts: 12
Joined: Thu Jan 14, 2021 10:41 am

Dynamic Multipliers

Postby hugovpr » Fri Jan 15, 2021 11:25 am

Hi,

Is there any add-in available for computing dynamic multipliers (instead of only impulse response) when I have a VARX system and want to see the impact of a shock in an exogenous variables to endogenous variables?

My Eviews is 11 Uni

Thanks,

Hugo

dakila
Posts: 479
Joined: Tue Nov 24, 2015 4:57 pm

Re: Dynamic Multipliers

Postby dakila » Mon Jan 18, 2021 8:12 am

Do you mean impulse response to exogenous variable shock in VARX model?

hugovpr
Posts: 12
Joined: Thu Jan 14, 2021 10:41 am

Re: Dynamic Multipliers

Postby hugovpr » Tue Jan 19, 2021 7:15 am

Yes


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