Impulse Response Function
Posted: Sun May 01, 2022 5:54 pm
Hello,
I want to estimate the impact of one unit deviation of government expenditure (for example 1 dollar deviation) on GDP. When I run the svar model in eviews, the impulse response function indicates the response to one S.D (Standard Deviation) Innovations. My question is how can I transform this result to the response to one unit deviation.
I want to estimate the impact of one unit deviation of government expenditure (for example 1 dollar deviation) on GDP. When I run the svar model in eviews, the impulse response function indicates the response to one S.D (Standard Deviation) Innovations. My question is how can I transform this result to the response to one unit deviation.