Search found 2 matches

by calvarez
Mon Mar 21, 2011 11:07 am
Forum: Estimation
Topic: Negative impulse responses
Replies: 2
Views: 2295

Re: Negative impulse responses

Thak you very much! :D
by calvarez
Mon Mar 21, 2011 11:00 am
Forum: Estimation
Topic: Negative impulse responses
Replies: 2
Views: 2295

Negative impulse responses

Are implulse responses symetrical? I mean, if I want to see the effect of a negative one standard deviation shock on a variable due to a shock on another variable should I multiply the responses of a positive one standar deviation by minus one (-1)? I will really appreciate if someone can clarify th...

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