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by grijpmak
Wed Jun 01, 2011 12:47 am
Forum: Estimation
Topic: Impulse Response Function VAR with Logged variables
Replies: 0
Views: 2283

Impulse Response Function VAR with Logged variables

Hi there,
Half of my data consist of logged variables and this makes an impulse response function hard to interpret. Therefore I want to compute level-IRF's for my VAR model with log-transformed variables. Who knows what to do?!

Thanks in advance!!!
Karin
by grijpmak
Wed Jun 01, 2011 12:42 am
Forum: Estimation
Topic: heteroskedasticity VAR model
Replies: 2
Views: 4472

Re: heteroskedasticity VAR model

Thanks for your quick reply. Unfortunately I am not allowed to post the workfile online.
by grijpmak
Tue May 31, 2011 7:31 am
Forum: Estimation
Topic: heteroskedasticity VAR model
Replies: 2
Views: 4472

heteroskedasticity VAR model

Hi there, I have a quick question regarding the heteroskedasticity tests in eviews 6 student version. My data contains of 365 datapoints, 27 endogenous variables (some of them are differenced and/or logged and some are normal), 13 exogenous variables and 2 lags (the number of lags are not ideal but ...
by grijpmak
Tue May 31, 2011 7:17 am
Forum: Estimation
Topic: VAR and impulse response
Replies: 2
Views: 5877

Re: VAR and impulse response

@ arthur I see that you haven't receive an answer to your question and I was wondering if u were able to find a solution yourself. Especially for the second part of your question. Half of my data consist of logged variables and this makes an impulse response function hard to interpret. Therefore I w...

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