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by kyri82
Sun Jan 31, 2010 1:43 pm
Forum: Estimation
Topic: Variance Decomposition in SVAR
Replies: 0
Views: 1873

Variance Decomposition in SVAR

Hi! I estimated a SVAR system using long-run restrictions. The variables included are in first differences. I would like to get variance decompositions - using structural residuals - of one of those variables in levels . The problem is that since the variable in the system is in first-difference I c...

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