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st: SVAR Impulse-Response
From
Sergio Poblete <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: SVAR Impulse-Response
Date
Thu, 25 Feb 2010 14:57:03 -0300
Dear all,
I estimate a SVAR and I want to compute its impulse-response function. The traditional way with irf create and then to do tables an graph doesn't work because the program seems busy for a long time. The SVAR contain 12 endogen variables and the data is quaterly since 1990 to 2008.
Is there another way to obtain impulse response for a SVAR? Do you recommend another thing in order to do this exercise faster?
Thanks a lot for your help.
Sergio Poblete
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