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


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: What size impulse in VAR/VEC irf/oirf?
Date   Mon, 06 Apr 2009 16:56:15 -0400

wish to generate your IRF.
 -Robert


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Diego Navarro <the.electric.me@gmail.com>
Date: Monday, April 6, 2009 12:38 pm
Subject: st: What size impulse in VAR/VEC irf/oirf?
To: statalist@hsphsun2.harvard.edu


> 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
> 2559-5620
> 
> [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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