Impulse Response Analysis

  • Leonardo Salazar

    Does anybody know if Jmulti has the option to change the size of the innovation? Now only it is possible to generate the IRA with a innovation of size “one standard deviation”
    I will really appreciate your answers
    Best Regards

  • Anonymous - 2011-11-24

    You can rescale the response once you produce the table of the point estimates and the confidence bands values.

    As far as I know, not even EViews (that I find extremely "user-friendly") allows to change the "one standard deviation" shock when doing impulse response analysis.

  • yosra

    yosra - 2017-01-26

    is that by the JMulti?
    i appreciate your response.
    Thank you very much
    Best Regards


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