SVAR Impulse reponse for more than one sd

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chincho
Posts: 1
Joined: Wed Jun 07, 2017 1:03 am

SVAR Impulse reponse for more than one sd

Postby chincho » Wed Jun 07, 2017 7:11 am

Hello everyone,

I am a new user of EViews. I am currently studing a VAR model and the impulse response function. I need to perform impulse reponse of the order 2 sd. There is no option available in eviews for the same. Can anyone suggest how to perform these impulse responses.

Thank you for help.

EViews Matt
EViews Developer
Posts: 562
Joined: Thu Apr 25, 2013 7:48 pm

Re: SVAR Impulse reponse for more than one sd

Postby EViews Matt » Wed Jun 07, 2017 9:28 am

Hello,

Changing the magnitude of the impulses affects the magnitude of the responses, but not their shape. Is what you're trying to learn from the response functions related to their magnitude or shape?

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

Re: SVAR Impulse reponse for more than one sd

Postby dakila » Wed Jun 07, 2017 4:33 pm

Try the sirf add-in.


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