monetary policy shocks
Posted: Mon Jul 27, 2009 6:09 am
hi
i am using bernanke & mihove(1998) methodology to meausre monetary policy shocks through structural var, i used the short run pattern matrices but then model suggests to invert the relationship to determine weights , if someone can guide me about the procedure in eviews.
Regards
i am using bernanke & mihove(1998) methodology to meausre monetary policy shocks through structural var, i used the short run pattern matrices but then model suggests to invert the relationship to determine weights , if someone can guide me about the procedure in eviews.
Regards