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- Wed Jun 13, 2012 1:53 pm
- Forum: Estimation
- Topic: IRFs for exogenous variables in a VAR model
- Replies: 0
- Views: 1502
IRFs for exogenous variables in a VAR model
Hi, Does anyone know how to compute the effect of a shock in an exogenous variable in the endogenous variables from a VAR model. I only know how to compute IRFs for the endogenous variables. For the exogenous ones I have no idea how to do so. If someone could provide me any related information I wou...