search for: vector_autoregression

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2012 Oct 21
1
[Vars] package: impulse response function
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 responses on other types of shocks, say, 10% negative shock? Thanks a lot, Marion