EViews.com

Posted: **Tue Mar 12, 2013 4:22 am**

I am trying to run both impulse response functions and also variance decompositions on a Vector Error correction model. Any attempt i make seems to use the original input series for my model - rather than the the differenced series and error correction term calculated in the model.

Is there a method by which I can calculate the impulse response functions and variance decompositions using the VECM data.

Many thanks, James

Posted: **Tue Mar 12, 2013 5:46 am**

Please note I am using EViews 7.2 (Student Edition)

Posted: **Wed Mar 13, 2013 5:51 am**

I know I'm new here, but I really could do with some assistance on this issue, it's really holding me back at the moment. Thanks again.

Posted: **Wed Mar 20, 2013 6:36 am**

Anyone?

EViews.com

Impulse Responses and Variance Decompositions on a VECM

Impulse Responses and Variance Decompositions on a VECM

Re: Impulse Responses and Variance Decompositions on a VECM

Re: Impulse Responses and Variance Decompositions on a VECM

Re: Impulse Responses and Variance Decompositions on a VECM