Hello,
Is there a procedure or suggestion for coding up IRFs (including confidence intervals) from a VECM, using the @BERNANKE procedure for orthogonalized innovations? Apologies if the answer is obvious, I have not been able to find much.
Thanks.
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- Thu Mar 10, 2016 10:15 am
- Forum: Other Time Series Analysis
- Topic: IRF from VECM using @BERNANKE
- Replies: 1
- Views: 5723