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| From | Sergio Poblete <spoblete@hacienda.gov.cl> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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 * * 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/