VECM and IRF in differences

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Ablostu
Posts: 6
Joined: Wed Apr 27, 2016 1:06 pm

VECM and IRF in differences

Postby Ablostu » Thu May 12, 2016 1:19 pm

Hello, is it possible to get the IRF in VECM using Cholesky but of differenced variable (for instance difference of logs, not in level) ? Thank you!
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