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Impulse response function

Posted: Tue May 26, 2009 10:19 pm
by sachin
hey,
Can anybody help me with codes in finding the size and speed of demand and supply shocks under the impulse response function?

Re: Impulse response function

Posted: Wed May 27, 2009 10:01 am
by TomDoan
You use @StructResids to compute the supply and demand shocks from the VAR residuals. I'm not sure what you mean by "speed". That sounds like just the impulse responses.