It seems the link is wrong on the author's page. Correct ink is:

http://www.princeton.edu/~mwatson/papers/Stock_Watson_JEP_2001.pdf

(not 1998.pdf)

On Thu, May 8, 2014 at 5:51 AM, John C Frain <frainj@gmail.com> wrote:

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@ukr.net> 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.

!

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--
Best regards,
Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan

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