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st: Impulse-Response to exogenous VAR variables

From   Weonho <>
Subject   st: Impulse-Response to exogenous VAR variables
Date   Mon, 18 Jul 2011 13:28:42 -0700 (PDT)


I am trying to obtain the impulse response functions (IRF) of the endogenous
variables of a vector autoregression to a shock in an exogenous variable. I
can't seem to figure out a way to do it.

In using the 'irf create' command, I can get the response of endogenous
to only endogenous ones

How can I solve this problem?

Thanks for any suggestions in advance

Best regards,


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