Persistent Shocks for Impulse Response Fnc
Posted: Thu Jun 09, 2016 5:11 am
Hello all,
I have spent quite some time but could not find any information regarding the question in title.
I have estimated a VAR analysis and I like to obtain some IR results but not for one time shocks only. I do also need some persistent shocks that goes on for several periods ahead. Could you please advice me on this.
Thanks
I have spent quite some time but could not find any information regarding the question in title.
I have estimated a VAR analysis and I like to obtain some IR results but not for one time shocks only. I do also need some persistent shocks that goes on for several periods ahead. Could you please advice me on this.
Thanks