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- Thu Apr 30, 2020 3:12 pm
- Forum: Econometric Discussions
- Topic: Historical decomposition
- Replies: 1
- Views: 12548
Historical decomposition
Hi, I have a question regarding the historical decomposition add-in. I have a VAR model with five variables (GDP, wage, productivity, inflation, unemployment rate). I identified a demand and a supply shock with sign-restrictions. When I use the add-in, I get the historical decomposition of the shock...