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- Wed Jun 23, 2010 2:55 am
- Forum: Estimation
- Topic: Structural shocks in a VAR
- Replies: 0
- Views: 1784
Structural shocks in a VAR
Dear participants: I’m estimating a VAR, in order to calculate the structural shocks I apply cholesky decomposition. I’m interested not only in the impulse responses but also in the structural shocks. The problem is that once I estimate cholesky decomposition I can’t find the structural shocks. I ca...