Search found 2 matches
- 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 ...
- 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...
