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by gaberec
Thu Nov 19, 2015 12:59 am
Forum: Econometric Discussions
Topic: Johansen procedure
Replies: 1
Views: 2813

Johansen procedure

Hi, I need to create comovement between log growth gdp and log brent oil price for my thesis on oil shocks affect economic activity. In order to do that I used the johansens procedure I'm making the analysis for 6 countries: United States, United Kingdom, Italy, Germany, Eurozone and Japan, for all ...
by gaberec
Wed Nov 18, 2015 4:04 pm
Forum: Econometric Discussions
Topic: How to interpret Impulse response functions graphs ?
Replies: 0
Views: 2741

How to interpret Impulse response functions graphs ?

Hi everybody this is my first post, I'm an italian student interested in understand how to read graphs providing by Impulse response functions relative to oil shocks on economic activity. I have 6 graphs for my 6 countries under study, do you know where is possible to understand the way how to descr...

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