Re: [Gretl-users] econometric non-gretl-specific question on VAR irfs

I have used Vector Autoregressions (with James H. Stock), *Journal of Economic Perspectives ,* Fall 2001, Vol. 15, No. 4, pp. 101-116 for similar purposes. You can download the paper, data and programs from http://www.princeton.edu/~mwatson/publi.html. The programs are in RATS but they are easily transferred to Gretl. Best Regards John John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj@tcd.ie mailto:frainj@gmail.com On 7 May 2014 21:30, <oleg_komashko(a)ukr.net&gt; wrote: > For all, > I understand, it's econometric (even econometrics teaching) and not a > gretl question, > but what if somebody can answer off-hand > So, I need references to simple examples of such kind: > one looks at VAR irf's plot and gives economic interpretation of a model > results. > ! > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users