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- Thu Jun 09, 2016 5:11 am
- Forum: Estimation
- Topic: Persistent Shocks for Impulse Response Fnc
- Replies: 0
- Views: 2375
Persistent Shocks for Impulse Response Fnc
Hello all, I have spent quite some time but could not find any information regarding the question in title. I have estimated a VAR analysis and I like to obtain some IR results but not for one time shocks only. I do also need some persistent shocks that goes on for several periods ahead. Could you p...