Hi all,
I'm working on a SVAR model with short-run restrictions.
I just want to know whether it is possible for eviews to generate impulse response functions with negative shocks instead of positive shocks?
Thanks!
SVAR and Impulse response function
Moderators: EViews Gareth, EViews Moderator
Re: SVAR and Impulse response function
Anyone can help???
I'm actually running a model to study the impact of monetary policy on asset prices.
A positive shock on interest rate can only allow me to see the impact of a contractionary monetary policy on asset prices.
What I am more interested in looking at is the impact of an expansionary monetary policy on asset prrices.
So, I'm just wondering whether Eviews can give a negative shock to interest rate (which means an expansionary monetary policy".
THANKS !!!!
I'm actually running a model to study the impact of monetary policy on asset prices.
A positive shock on interest rate can only allow me to see the impact of a contractionary monetary policy on asset prices.
What I am more interested in looking at is the impact of an expansionary monetary policy on asset prrices.
So, I'm just wondering whether Eviews can give a negative shock to interest rate (which means an expansionary monetary policy".
THANKS !!!!
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