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


From   Diego Navarro <the.electric.me@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: What size impulse in VAR/VEC irf/oirf?
Date   Mon, 6 Apr 2009 22:41:17 -0300

How precisely would I go about specifying a one std.dev impulse? I've
combed the help files over and over.


2009/4/6 Robert A Yaffee <bob.yaffee@nyu.edu>:
> 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+(*)]
>> >
>> > *
>> > *   For searches and help try:
>> > *   http://www.stata.com/help.cgi?search
>> > *   http://www.stata.com/support/statalist/faq
>> > *   http://www.ats.ucla.edu/stat/stata/
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
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+(*)]

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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