SVAR Impulse response to 1% shock
Posted: Sun Nov 06, 2016 5:39 pm
Hi,
I want to estimate a model SVAR with 5 variables: natural log of ( GDP G T P and R) , object is to find the spending and tax multipliers.
I have estimated SVAR and fond A and B matrix. Impulse difinition is structural decomposition.
Eviews provides how to get impulse responsed to structural one standard deviation innovations . I am interested to get the impulse response to a structurel shock of 1% to find the multipliers.
How can I do that by eviews or manual?
Regards,
I want to estimate a model SVAR with 5 variables: natural log of ( GDP G T P and R) , object is to find the spending and tax multipliers.
I have estimated SVAR and fond A and B matrix. Impulse difinition is structural decomposition.
Eviews provides how to get impulse responsed to structural one standard deviation innovations . I am interested to get the impulse response to a structurel shock of 1% to find the multipliers.
How can I do that by eviews or manual?
Regards,