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st: RE: Impulse-Response to exogenous VAR variables
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
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: [email protected] [mailto:[email protected]] On Behalf Of Weonho
Sent: 18 July 2011 22:29
To: [email protected]
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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