Hello,
I'm attempting to replicate a paper where we are testing the co movements of precious metals, oil price, and a an exchange rate. The authors use a generalized forecast error variance decompositions and IRF from a VAR. Can anyone give me some guidance on how to follow this process in STATA. Oppose to the regular IRF and FEVD commands? Thanks,
I'm attempting to replicate a paper where we are testing the co movements of precious metals, oil price, and a an exchange rate. The authors use a generalized forecast error variance decompositions and IRF from a VAR. Can anyone give me some guidance on how to follow this process in STATA. Oppose to the regular IRF and FEVD commands? Thanks,
