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- Wed Sep 04, 2013 2:47 pm
- Forum: Econometric Discussions
- Topic: impulse response analysis in VAR model
- Replies: 1
- Views: 1844
impulse response analysis in VAR model
Hi, Attached is my impulse response of a 5-variable VAR model.OPUS is the oil price,LOGMUS is the log of money supply,LOGRUS is the log of interest rate,IPUS is the industrial production, CPIUSis the CPI,all data is seasonally adjusted. and first-differencing is used. Can anyone tell me why my my oi...