Impulse response function

Questions and discussions on Vector Autoregressions
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sachin
Posts: 7
Joined: Fri May 08, 2009 11:53 am

Impulse response function

Unread post by sachin »

hey,
Can anybody help me with codes in finding the size and speed of demand and supply shocks under the impulse response function?
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TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

Re: Impulse response function

Unread post by TomDoan »

You use @StructResids to compute the supply and demand shocks from the VAR residuals. I'm not sure what you mean by "speed". That sounds like just the impulse responses.
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