Hello,
I'm using VAR models in R in order to obtain impulse responses of stock
market shock on US economy.
I have series of quarterly changes in real gdp, S&P 500 and quarterly level
of unemployment for 1985 - 2012 period.
My series are stationary. So I did all the steps below. However I don't
und
Read the posting guide. We have no way to know what you are doing unless you
show the list readers with sample data and code.
If you are wondering about Vector Autoregressive models, I don't claim any
specific experience with them, but [1] says they are linear, and I do know that
linear models
Hello,
I'm doing a research on the impulse responses in VAR models and I'm having
troubles in interpretation of R results.
My question is what is the shock of impulse variable that is produced to
obtain the response? Is it one-standard-deviation positive shock? If it is
so how can I obtain the re
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