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
Search found 4 matches
- Wed Jun 01, 2011 12:47 am
- Forum: Estimation
- Topic: Impulse Response Function VAR with Logged variables
- Replies: 0
- Views: 2283
- 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.
- 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 ...
- 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...
