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st: RE: generalized impulse response function


From   DE SOUZA Eric <eric.de_souza@coleurope.eu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: generalized impulse response function
Date   Thu, 9 Jun 2011 09:28:47 +0200

If I'm not mistaken, generalised IRFs are what Stata calls simple IRFs
See -help irf- and -help irf create-


Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of b.tracy
Sent: 08 June 2011 22:31
To: statalist@hsphsun2.harvard.edu
Subject: st: generalized impulse response function

I am wondering how to estimate generalized impulse response functions in Stata- can anyone help?

I realize this same question was asked to the listserve by another user in October 2008, but I cannot find any responses, explanations, or updates.

Thanks for your help.

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