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st: Impulse-Response to exogenous VAR variables
From
Weonho <[email protected]>
To
[email protected]
Subject
st: Impulse-Response to exogenous VAR variables
Date
Mon, 18 Jul 2011 13:28:42 -0700 (PDT)
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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