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by lanzond
Tue Jul 27, 2010 8:03 am
Forum: Econometric Discussions
Topic: VAR - impulse response
Replies: 0
Views: 2719

VAR - impulse response

Dear all, I am currently working with a number of unrestricted VARs in order to examine the relationship between real output growth and stock prices. I would like to to confirm how to test the significance of the responses. One method is to look at the visual plots and check that both the upper and ...

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