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Dynamic Multipliers

Posted: Fri Jan 15, 2021 11:25 am
by hugovpr
Hi,

Is there any add-in available for computing dynamic multipliers (instead of only impulse response) when I have a VARX system and want to see the impact of a shock in an exogenous variables to endogenous variables?

My Eviews is 11 Uni

Thanks,

Hugo

Re: Dynamic Multipliers

Posted: Mon Jan 18, 2021 8:12 am
by dakila
Do you mean impulse response to exogenous variable shock in VARX model?

Re: Dynamic Multipliers

Posted: Tue Jan 19, 2021 7:15 am
by hugovpr
Yes