Area Under an Impulse Response Function

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TimMurray54
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Joined: Wed Apr 10, 2013 9:50 am

Area Under an Impulse Response Function

Postby TimMurray54 » Wed Apr 10, 2013 9:56 am

I am curious as to if there is a way in Eviews to calculate the area under a impulse response function? Valery Ramey does this in her 2011 paper on Identifying Government Spending Shocks.

Thanks.
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EViews Gareth
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Re: Area Under an Impulse Response Function

Postby EViews Gareth » Wed Apr 10, 2013 9:58 am

There's nothing built in to do it.
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