I got it,but how to make the confidence interval of GIRF?by using simulation?or there has other ways to figure out?
Search found 2 matches
- Tue Apr 20, 2010 12:28 am
- Forum: VARs (Vector Autoregression Models)
- Topic: About GIRF and it's confidence interval
- Replies: 3
- Views: 6975
Re: About GIRF and it's confidence interval
- Mon Apr 19, 2010 12:03 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: About GIRF and it's confidence interval
- Replies: 3
- Views: 6975
About GIRF and it's confidence interval
Hello everyone: I get some problem about generlaized impulse response function and it's confidence interval.There is a VAR model of fiscal issue of goverment in my thesis,I am tring to use GIRF to explain the behavior of goverment when they has a shock on their budget,here is the question,I want to ...