Search found 3 matches

by s1Lence
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

Ah sorry, I didn't read your question fully enough. I'm afraid I don't know enough about IRFs to answer.
It's a pity. May be someone could help?
by s1Lence
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 ...
by s1Lence
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...

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