Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Impulse response ot multiple shocks with different volume


From   "Vasilev, Konstantin" <kvasil@essex.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Impulse response ot multiple shocks with different volume
Date   Fri, 29 Mar 2013 11:02:50 +0000

Dear Stata users,

I have estimated a VAR of 4 variables with 3 lags and then calculated the impulse response to a one standard deviation shock of one variable to another using oirf.
However, the shock that I want to simulate in fact consists of many shocks with different timing and volume. 
Is it possible to implement the idea of the exact occurrence of the shocks on the response variable in Stata? And if yes, how?
I have looked on the irf materials but all examples include one time shock only.

Regards,

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


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index