Using Impulse Response Function as a forecast tool

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Jone
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Joined: Fri Jul 18, 2014 6:33 pm

Using Impulse Response Function as a forecast tool

Postby Jone » Mon Jun 08, 2015 4:36 pm

Hi
I'm using A VAR model to assess the impact of oil price shocks on some macroeconomic variable. Assuming that the sample period is 1990-2013, my question does the out come of Impulse Response Function with 10 years time horizon reflect impact in the future? that is, 2014-2023. Or only simulate the effect within the sample period for 10 years.
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