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- Wed Jan 21, 2015 9:44 am
- Forum: Econometric Discussions
- Topic: Impulse Response in Eviews
- Replies: 13
- Views: 26117
Re: Impulse Response in Eviews
Hi, I have estimated a VAR and want to compute impuse responses with the Cholesky option. This option produces responses to a one standard deviation shock. I am interested in a one-unit shock rather than a one SD. How can I do the conversion? Where can I find the standard deviation of structural sho...