impulse response analysis in VAR model

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rebeccah8905
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Joined: Wed Sep 04, 2013 2:29 pm

impulse response analysis in VAR model

Postby rebeccah8905 » Wed Sep 04, 2013 2:47 pm

Hi,
Attached is my impulse response of a 5-variable VAR model.OPUS is the oil price,LOGMUS is the log of money supply,LOGRUS is the log of interest rate,IPUS is the industrial production, CPIUSis the CPI,all data is seasonally adjusted. and first-differencing is used. Can anyone tell me why my my oil price rise resulted in an increase in industrial production..
Thanks a lot!
Regards,
Rebecca
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EViews Glenn
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Re: impulse response analysis in VAR model

Postby EViews Glenn » Thu Sep 05, 2013 8:15 am

Just a guess but the coefficients in the VAR imply an on-net increase?
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