I am trying to replicate Fernandez-Corugedo et al. (2003) (http://www.bankofengland.co.uk/archive/Documents/historicpubs/workingpapers/2003/wp204.pdf) and identify how large share of the variance that is explained by transitory and permanent shocks. Is it possible to decompose the variance in permanent and transitory shocks in Eviews after you have estimated a VECM?
For requesting general information about EViews, sharing your own tips and tricks, and information on EViews training or guides.
1 post • Page 1 of 1
Who is online
Users browsing this forum: EViews Gareth and 2 guests