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- Wed Jul 07, 2010 6:44 am
- Forum: Estimation
- Topic: Impulse response - Size of the shock
- Replies: 0
- Views: 1673
Impulse response - Size of the shock
Hello everybody, I am required to perform impulse response analysis. The impulse is Oil price inflation, the response is Headline inflation. I used Cholesky decomposition method which shows Response of Headline inflation to one s.d. Oil price inflation innovation. But instead of doing that I am requ...