It's a pity. May be someone could help?Ah sorry, I didn't read your question fully enough. I'm afraid I don't know enough about IRFs to answer.
Search found 3 matches
- Thu Jul 17, 2014 9:22 am
- Forum: Estimation
- Topic: VECM Generalized IRF for one unit shock
- Replies: 4
- Views: 4022
Re: VECM Generalized IRF for one unit shock
- Thu Jul 17, 2014 8:52 am
- Forum: Estimation
- Topic: VECM Generalized IRF for one unit shock
- Replies: 4
- Views: 4022
Re: VECM Generalized IRF for one unit shock
You can provide your own shock matrix, with whatever values you want in it, including a "1". Thanks for your reply but I still need help here. The user specified shocks feature in Eviews allows to define impulse values (shocks\innovations values) but doesn't allow to specify IRF type (or ...
- Thu Jul 17, 2014 2:35 am
- Forum: Estimation
- Topic: VECM Generalized IRF for one unit shock
- Replies: 4
- Views: 4022
VECM Generalized IRF for one unit shock
Hey everyone. I ran through forum archives but couldn't find exact answer for my question, so decided to make a new post. Eviews provides generalized generalized impulse response function for one SD innovations after VAR\VECM estimation. The issue for me is receiving generalized IRF for ONE UNIT sho...
