Timeline for Why Are Impulse Responses in VECM Permanent?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Mar 19, 2023 at 15:39 | comment | added | Ben Ogorek | I think this would have been the file, @SavedByJESUS: github.com/baogorek/Miscellaneous/blob/master/R-code/… | |
| Mar 18, 2023 at 7:27 | comment | added | SavedByJESUS | It's been a while and I'm not sure you still have it but could you please also share your code for producing the impulse response function with the confidence interval? Thank you. | |
| Jan 24, 2021 at 0:52 | history | edited | Ben Ogorek | CC BY-SA 4.0 |
added code so example is runnable. Added plot from vars package. slight clarifications
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| Jan 23, 2021 at 23:39 | history | answered | Ben Ogorek | CC BY-SA 4.0 |