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st: Interpreting IRFs from VAR/SVAR


From   Tessa Langley <Tessa.Langley@nottingham.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Interpreting IRFs from VAR/SVAR
Date   Mon, 9 Jan 2012 15:29:44 +0000

I'm currently doing some research using VAR and SVAR. I've have come across various example of these models using Stata online which use use differenced-logged data. In the interpretation the IRF estimate tends to be multiplied 100; however, it seems odd to multiply by 100 when all the time series are logged. Is it correct to do so?

Thanks,
Tessa



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