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by CarloPH
Wed Nov 12, 2014 12:36 am
Forum: Econometric Discussions
Topic: Unrestricted VAR and Simultaneous Shocks
Replies: 0
Views: 1699

Unrestricted VAR and Simultaneous Shocks

I am working on the interaction between monetary policy and macroprudential policy (propensity to tighten). I have six variables including the latter two. I have impulse response functions for each variable already. My question is: how do I go about simultaneous shocks of monetary and macroprudentia...

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