[Gretl-users] Re [2]: econometric non-gretl-specific question on VAR irfs

Thank, you --- Оригінальне повідомлення --- Від кого: John C Frain < frainj(a)gmail.com > Дата: 08 травня 2014, 00:53:33 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(a)tcd.ie mailto: frainj(a)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. ! _______________________________________________ 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