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How one SD shock can be converted into percentage shock

Posted: Tue Nov 21, 2017 11:50 pm
by e.kheirandish
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

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

Posted: Wed Nov 22, 2017 10:28 am
by EViews Matt
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.