Impulse Response Function VAR with Logged variables

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
grijpmak
Posts: 4
Joined: Tue May 31, 2011 7:03 am

Impulse Response Function VAR with Logged variables

Postby grijpmak » Wed Jun 01, 2011 12:47 am

Hi there,
Half of my data consist of logged variables and this makes an impulse response function hard to interpret. Therefore I want to compute level-IRF's for my VAR model with log-transformed variables. Who knows what to do?!

Thanks in advance!!!
Karin
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests