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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 16:58:44 -0400

Diego,
  The last message was somehow truncated.  The step size
in the command is the number of period over which you wish
to generate the IRF or OIRF.
    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: Robert A Yaffee <bob.yaffee@nyu.edu>
Date: Monday, April 6, 2009 4:57 pm
Subject: Re: st: What size impulse in VAR/VEC irf/oirf?
To: statalist@hsphsun2.harvard.edu


> 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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> 
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