st: AW: re: irf: change innovation

["Nadine Kalwey" <nadine.kalwey@uni-koeln.de>]

For a linear IRF, or impulse response function (which will be  
forthcoming from a linear VAR) the effect of (k x \sigma) is k times  
the effect of 1 \sigma, where k is any real number (including -1).  
Thus one can calculate the effect of any scaling of the standard +1  
\sigma shock from the reported IRF.

And how can I implement that in stata?

Thanks, nadine

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:e
http://www.stata-press.com/books/imeus.html


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