Yes I made that matrix. And I got response of variables to this shock. But I didn't get this: how to control to which variable belongs this shock?
SO I could get IRF to shocks in all variables.
Thanks.
Search found 2 matches
- Tue Jun 02, 2009 5:25 am
- Forum: Estimation
- Topic: constructing impulse matrixes
- Replies: 2
- Views: 4090
- Mon Jun 01, 2009 6:25 am
- Forum: Estimation
- Topic: constructing impulse matrixes
- Replies: 2
- Views: 4090
constructing impulse matrixes
Hello, When I construct IRF after estimating VAR, it shows response of variables to cholesky 1 S. D. I need to compare certain impulses to each other and for this I need either to divide response (change in variable) by (size) of initial shock or find responses to 1% shock. My problem is that I don'...