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30389
2007 Sep 12
1
vars package, impulse response functions ??
I am fitting a reduced form VAR model using VAR in the vars library. I have
several endogenous variables, and two exogenous variables. I would like to
explore the effects of a shock to one of the exogenous variables on one of
the endogenous variables. Using irf in the vars library only calculates the
irf for the endogenous variables, this is obviously by design, is there some
theoretical