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st: Impulse response ot multiple shocks with different volume
From
"Vasilev, Konstantin" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Impulse response ot multiple shocks with different volume
Date
Fri, 29 Mar 2013 11:02:50 +0000
Dear Stata users,
I have estimated a VAR of 4 variables with 3 lags and then calculated the impulse response to a one standard deviation shock of one variable to another using oirf.
However, the shock that I want to simulate in fact consists of many shocks with different timing and volume.
Is it possible to implement the idea of the exact occurrence of the shocks on the response variable in Stata? And if yes, how?
I have looked on the irf materials but all examples include one time shock only.
Regards,
Konstantin Vasilev
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