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st: What size impulse in VAR/VEC irf/oirf?

From   Diego Navarro <>
Subject   st: What size impulse in VAR/VEC irf/oirf?
Date   Mon, 6 Apr 2009 13:37:20 -0300

One thing I can't seem to find in any documentation -- what's the size
of the impulse when calculating IRFs and OIRFs via <irf create,
step(x)>? That is, what does it mean, when the first-period OIRF is
0.4, for example?

Diego Navarro
FGV Projetos

[GB/M/U/AT d?(++)>$ s-: a- C++++ U* P L+(-) E--- W+++ NoK- w--- M++>$
PS+$ PE@$ Y+ PG    Pt- X tv b+++ DI+++ DG e+++ h!(+) r++ y+(*)]

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