Hi
When producing IRFs from an SVAR in EViews, the horizon in the IRF chart along the horizontal axis is 1, 2, 3, ... In the graph produced, is 1 the contemporaneous effect and then the subsequent ones are the dynamics, or is the contemporaneous effect not included in the chart?
Thanks!
Search found 3 matches
- Mon Oct 21, 2019 12:51 pm
- Forum: Estimation
- Topic: Interpreting the IRFs from EViews
- Replies: 1
- Views: 4725
- Mon Oct 21, 2019 11:19 am
- Forum: Econometric Discussions
- Topic: SVAR, IRFs, and leading data
- Replies: 0
- Views: 8334
SVAR, IRFs, and leading data
Hi I have two questions. 1. When producing IRFs from an SVAR in EViews, the horizon in the IRF chart along the horizontal axis is 1, 2, 3, ... In the graph produced, is 1 the contemporaneous effect and then the subsequent ones are the dynamics, or is the contemporaneous effect not included in the ch...
- Wed Oct 09, 2019 2:15 am
- Forum: Programming
- Topic: Trying to run iterative regressions on a subsample of series
- Replies: 1
- Views: 3092
Trying to run iterative regressions on a subsample of series
Hi I am trying to run iterative regressions. The code works for the full sample. However, I have now introduced a dummy variable called ANN which takes value 1 or 0. I want to run the regressions only on the subset where ANN takes value 1. I thought the best approach would be to use an IF statement,...