Hi gretl users,
I am just doing an empirical class project on the PPP-UIP relationship.
After setting up the long-run relationships and imposing
(over-)identifying restrictions on beta, I want to conduct an
impulse-response analysis on the cointegrating relationships in order to
check how long it needs the long-run relationships to get back to its
equilibrium.
Is this possible in gretl? Or has anybody a script for this or a similar
problem?
Thank you.
Artur