Hi all!
I know that there is a way to calculate 1 standard error band for impulse response function, but I wasn't able to compute it!
I have 5 variables: interest rate, gdp, gdp deflator, credit demand and credit supply.
I want to calculate the effect of the interest rate on credit demand and supply; and then the effect of credit demand and supply on gdp and gdp deflator.
I followed your indications and I saved the impulse responses and standard error as table on excel;
Now I have to create two distinct matrixes on eviews? (one for standard error and one for the impulse response)?
And how can I obtain 1 s.e. band and graph my new impulse response?
Thanks in advance
Impulse response help
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Re: Impulse response help
Can anyone help me? please!!!
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