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st: Vector autoregressive models and Impulse Response Functions
From
Lauricio Baletti <[email protected]>
To
[email protected]
Subject
st: Vector autoregressive models and Impulse Response Functions
Date
Thu, 4 Nov 2010 19:32:51 +0100
Dear Statalist Users,
I'm estimating my first structural vector autoregressive models. My
goal is to identify fiscal multipliers with a simple 3 variable
approach (GDP, government spending and net taxes). Unfortunately I
have some interpretation troubles regarding the impulse response
functions. As far as I know the marginal shock unit is one standard
derivation. Now I want to compute the monetary values but I don't the
way to compute these values.
I'm really thankful for your help
Lauricio
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