Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Impulse response function in SVAR and Var

    HI everyone, i want to implement the negative shock in IRF impulse response function. Is this possible ? The default is the positive shock. Thanks a lot

  • #2
    Hi !

    Why would you want to do this ?

    If things are well done, what is true for a positive shock is also for a negative shock. It's symetric.

    Comment

    Working...
    X