Impulse Responses and Variance Decompositions on a VECM

[jlevo]

I am trying to run both impulse response functions and also variance decompositions on a Vector Error correction model. Any attempt i make seems to use the original input series for my model - rather than the the differenced series and error correction term calculated in the model.

Is there a method by which I can calculate the impulse response functions and variance decompositions using the VECM data (ie using the differenced series and ECT).

This forms an integral part of my dissertation, I am now beginning to run short on time so any help is greatly appreciated.

The process i am trying to run is very similar to the one explained in the following paper:

http://wwwkal.ums.edu.my/lbibf/Articles/v5a2.pdf

Many thanks, James

I am using EViews 7