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st: RE: Impulse-Response to exogenous VAR variables


From   DE SOUZA Eric <eric.de_souza@coleurope.eu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Impulse-Response to exogenous VAR variables
Date   Tue, 19 Jul 2011 11:23:29 +0200

use the option -dm- 


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 Weonho
Sent: 18 July 2011 22:29
To: statalist@hsphsun2.harvard.edu
Subject: st: Impulse-Response to exogenous VAR variables

Hello~

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 variables to only endogenous ones

How can I solve this problem?

Thanks for any suggestions in advance

Best regards,

Yang

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