The RATS Software Forum

Thanks for the reply, But actually what I am trying to do is to reproduce the results of Blanchard's paper The Macroeconomic Effects of oil prices: Why are 2000s different from 1970s. In section 4 of this paper, authors did the same exercise. Please have a look: http://www.nber.org/papers/w13368.pdf...

hi,
Is there any way to run rolling bivariate regression with the lags of variables and estimate rolling impulse response functions??
I am trying to estimate effect of oil prices on India's GDP using a moving window of 40 quarters, but am not very successful.

Thanks