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- 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...
