How one SD shock can be converted into percentage shock

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e.kheirandish
Posts: 4
Joined: Sun Jun 18, 2017 2:16 am

How one SD shock can be converted into percentage shock

Postby e.kheirandish » Tue Nov 21, 2017 11:50 pm

hi,
I calculated IRF for a VAR model with standard deviation shock. Now how can I convert impulse and responses to percentage. In other words, how can be expressed both impulse and responses as percentage?

thanks in advance

EViews Matt
EViews Developer
Posts: 290
Joined: Thu Apr 25, 2013 7:48 pm

Re: How one SD shock can be converted into percentage shock

Postby EViews Matt » Wed Nov 22, 2017 10:28 am

Hello,

That depends on how your regressors relate to your underlying data, e.g., are you using log-differences of your data. Take a look at http://forums.eviews.com/viewtopic.php?f=4&t=15187.


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