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st: IRFs and FEVDs with the variables on levels if the SVAR was run on differences.


From   alvaro <aa314@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: IRFs and FEVDs with the variables on levels if the SVAR was run on differences.
Date   Mon, 03 Jul 2006 18:58:21 +0100

Dear colleagues,

After estimating a long run SVAR with 2 variables define in differences, I would like to obtain a IRF and a FEVD with the same variables in levels. Is this possible?

Thank you so much.

All the best,

Alvaro

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