Negative impulse responses

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calvarez
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Joined: Mon Mar 21, 2011 10:30 am

Negative impulse responses

Postby calvarez » Mon Mar 21, 2011 11:00 am

Are implulse responses symetrical? I mean, if I want to see the effect of a negative one standard deviation shock on a variable due to a shock on another variable should I multiply the responses of a positive one standar deviation by minus one (-1)? I will really appreciate if someone can clarify this doubt.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Negative impulse responses

Postby EViews Gareth » Mon Mar 21, 2011 11:03 am

Yes.
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calvarez
Posts: 2
Joined: Mon Mar 21, 2011 10:30 am

Re: Negative impulse responses

Postby calvarez » Mon Mar 21, 2011 11:07 am

Thak you very much! :D
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