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st: IRFs and FEVDs with the variables on levels if the SVAR was run on differences.
From |
alvaro <[email protected]> |
To |
[email protected] |
Subject |
st: IRFs and FEVDs with the variables on levels if the SVAR was run on differences. |
Date |
Mon, 03 Jul 2006 18:58:21 +0100 |
Dear colleagues,
After estimating a long run SVAR with 2 variables define in
differences, I would like to obtain a IRF and a FEVD with the same
variables in levels. Is this possible?
Thank you so much.
All the best,
Alvaro
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