Impulse response function with ECM ?

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Impulse response function with ECM ?

Postby j235 » Wed Oct 18, 2017 6:26 am

I have question relate with impulse response function in Error Correction Model. Namely I must work with ECM model (with two variables) and I should calculate some elasticity. But here I have problem because I should make graph with impulse response function. So can anybody help me about this problem ?

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