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Anticipated Monetary Policy Shock in VAR

Posted: Fri Jun 28, 2019 12:21 pm
by awaidy
Hello all, so I was trying to implement a VAR and generate impulse responses with anticipated shocks (shocks at a lag h of monetary policy rate). I know that it is easily executed in Dynare. But, is there a possibility to do this in EViews - perhaps through a manually written code?

Thank you!