I am curious as to if there is a way in Eviews to calculate the area under a impulse response function? Valery Ramey does this in her 2011 paper on Identifying Government Spending Shocks.
Thanks.
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- Wed Apr 10, 2013 9:56 am
- Forum: Estimation
- Topic: Area Under an Impulse Response Function
- Replies: 1
- Views: 1590