Re: [Gretl-users] impulse-response functions from VECM in Grtel

On Fri, 18 Aug 2017, Riccardo (Jack) Lucchetti wrote: On Fri, 18 Aug 2017, Sven Schreiber wrote: > > - I just tried your (Allin's) example setup with UNEMP PRIME in the SVAR >> addon, and actually I get a very similar immediate effect of UNEMP->UNEMP. >> So I think I was wrong when I inferred from the SVAR doc that the shock has >> unit size. (There is a slight difference, but I think that's just the usual >> issue of d-o-f corrections or not in the sigma estimate.) Perhaps the docs >> for the SVAR add-on need to be clarified (note to self); or Jack could >> weigh in on this. >> > > I'll try to contribute to the discussion once I'm back from holiday (end > of the month). :-) > Enjoy your holiday! (Mine's about to expire.) Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users