Normalised IRF

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RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Normalised IRF

Postby RDS » Tue Sep 22, 2015 4:00 am

I wonder if there is a command that normalise the IRFs from a VAR with Cholesky.

The shock shoud for example equal to one in the first period.

Thanks
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