Choosing of quarter to impose impulse response in a SVAR model
Posted: Fri Jul 29, 2016 7:08 am
I am estimating an SVAR for monetary policy and set the pattern matrices for the same. I would to analyse the impulse responses to estimate the effects of a monetary policy shock on various macroeconomic variables.
My period of study is from 2000Q1 to 2015Q4. I would like to choose the years in which I decide the impulse response, for instance I would like to have a one standard deviation shock in 2008Q3. Is it possible to choose the quarter of the shock in EViews without losing data points? I am using EViews version 9. Can one has any ideas?
Kind Regards
My period of study is from 2000Q1 to 2015Q4. I would like to choose the years in which I decide the impulse response, for instance I would like to have a one standard deviation shock in 2008Q3. Is it possible to choose the quarter of the shock in EViews without losing data points? I am using EViews version 9. Can one has any ideas?
Kind Regards