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- Thu Sep 15, 2011 1:10 pm
- Forum: Estimation
- Topic: VAR Impulse Response Function and exogenous variables
- Replies: 4
- Views: 20051
VAR Impulse Response Function and exogenous variables
I am using a VAR model with exogenous variables as the main explanatory variables (e.g. the effect of natural disasters on GDP). The Natural disaster variable is a dummy variable with value of 1 every time the region under study experienced a natural disaster. The objective is to calculate impulse r...