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
How one SD shock can be converted into percentage shock
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
-
- Posts: 4
- Joined: Sun Jun 18, 2017 2:16 am
-
- EViews Developer
- Posts: 563
- Joined: Thu Apr 25, 2013 7:48 pm
Re: How one SD shock can be converted into percentage shock
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.
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.
Who is online
Users browsing this forum: No registered users and 42 guests