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- Sat Jun 25, 2011 4:30 am
- Forum: Econometric Discussions
- Topic: IMPULSE RESPONSE VECM
- Replies: 0
- Views: 2422
IMPULSE RESPONSE VECM
Hello there, Please, I have a question and would like to see if anyone can help me. I'm running a VAR model with I(1) and cointegrated variables (VEC) and I my impulse response graphs seem to be really unstable. Moreover, the graphs do not show the confidence bands. My impulse response functions are...