standard deviation shock

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standard deviation shock

Forum: General Discussion

Creator: SALIMA OUERK

Created: 2019-07-28

Updated: 2019-07-28

SALIMA OUERK - 2019-07-28

Hi,

when we compute IRF, we compute for 1 standard deviation (negatif or positif) shock
is it possible to know what represent this standard deviation into basic point ?
for exple, i compute the responses of variables to 1 standard deviation ngatif shock on policy rate . is it possible to kwon if it the stock is -25 bp ,-50bp ... ?

thanks

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