Interpreting the IRFs from EViews

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eBopBob
Posts: 3
Joined: Fri Jun 28, 2019 1:59 am

Interpreting the IRFs from EViews

Postby eBopBob » Mon Oct 21, 2019 12:51 pm

Hi

When producing IRFs from an SVAR in EViews, the horizon in the IRF chart along the horizontal axis is 1, 2, 3, ... In the graph produced, is 1 the contemporaneous effect and then the subsequent ones are the dynamics, or is the contemporaneous effect not included in the chart?

Thanks!
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EViews Matt
EViews Developer
Posts: 583
Joined: Thu Apr 25, 2013 7:48 pm

Re: Interpreting the IRFs from EViews

Postby EViews Matt » Mon Oct 21, 2019 1:34 pm

Hello,

Period 1 is the initial structural shock (decomposed into the VAR's variables) and the remaining periods are future dynamics.
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