IRF plots query

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justin_m
Posts: 13
Joined: Sun Feb 01, 2015 8:37 pm

IRF plots query

Postby justin_m » Wed Aug 03, 2016 11:33 am

Just one question. In the plots of IRFs, the lines start at 1. I suppose that 1 is the contemporaneous effect. Does that mean that the response associated with abcissa 2 is the 1-period response and the response associated with abcissa t is the t+1-period response?

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justin
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: IRF plots query

Postby dakila » Wed Aug 03, 2016 1:38 pm

Yes
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