Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: impulse-response-functions with an exogenous impulse


From   "Abel Schumann" <schumann@wiwi.uni-frankfurt.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: impulse-response-functions with an exogenous impulse
Date   Tue, 15 Apr 2008 13:46:49 +0200

Hi All,

I am estimating VAR models with additional exogenous variables. I
would like to plot impulse-response functions (IRFs) of all variables,
including the response of endogenous variables to exogenous impulses.
However, when using the "irf create" command, Stata does not calculate
any IRFs for exogenous variables (i.e. the response of endogenous
variables to an impulse of an exogenous one). Am I missing any reason,
why IRFs with an exogenous impulse do not make sense? If not, is there
a way to make Stata calculate and graph those IRFs?

Best regards,

Abel
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index