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> 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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