Search found 2 matches

by ldevries
Mon Oct 13, 2014 1:06 am
Forum: Estimation
Topic: FEVD estimation question
Replies: 2
Views: 4954

Re: FEVD estimation question

Well, for IRFs 1 SD shocks are used to calculate the effects of one variables on other(s). However, theoretically, you could use 1 SD or 1 unit shocks for the calculation of the FEVDs. My question is then, how are the percentages of the FEVDs exactly calculated/estimated? I hope that my question is ...
by ldevries
Fri Oct 10, 2014 6:11 am
Forum: Estimation
Topic: FEVD estimation question
Replies: 2
Views: 4954

FEVD estimation question

I was wondering what kind of shock values eViews uses for the estimations of FEVDs (in the standard option)? For the IRFs it are the 1 SD shocks. Is this the same for the FEVDs? When I check Hamilton (1994) I think it should be 1SD shocks also for the FEVDs. But unfortunately I cannot find this anyw...

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