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SVAR Impulse response

Molly
2013-06-07
2013-06-07
  • Molly

    Molly - 2013-06-07

    Hi,I know that the Impulse Response with a innovation of size is “one standard deviation” in JMulti,
    but does anybody know that is the “one standard deviation” equal to "one",or not?

    I will really appreciate your answers
    Thank you very much
    Best Regards

     
  • yosra

    yosra - 2017-01-26

    i have the same problem i want to identify the nonlinear effect of structural shocks by using the JMulti can i do this?
    Thanks a lot
    Best

     

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