Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Interpreting IRFs from VAR/SVAR
From
Tessa Langley <[email protected]>
To
"[email protected]" <[email protected]>
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
This message and any attachment are intended solely for the addressee and may contain confidential information. If you have received this message in error, please send it back to me, and immediately delete it. Please do not use, copy or disclose the information contained in this message or in any attachment. Any views or opinions expressed by the author of this email do not necessarily reflect the views of the University of Nottingham.
This message has been checked for viruses but the contents of an attachment
may still contain software viruses which could damage your computer system:
you are advised to perform your own checks. Email communications with the
University of Nottingham may be monitored as permitted by UK legislation.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/