Search found 1 match
- Wed Nov 24, 2010 3:39 am
- Forum: Econometric Discussions
- Topic: Shocking exogenous variable in VECM
- Replies: 0
- Views: 2061
Shocking exogenous variable in VECM
Dear All! I estimated VECM. In eviews the built-in functions allow you to calculate impulse responses only when endogenous variables are shocked. Do any of you have recommendations or ever write a program how to shock exogenous variables and calculate impulse responses? I also wonder whether in the...