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Results tagged with impulse-response
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user 89049
The response of an endogenous system to an exogenous shock. This is an important topic in time-series econometrics.
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How to calculate impulse responses for a given autoregressive process?
Is there a possibility to use a recurrent equation to calculate the impulse responses for an AR(p) process?
$$Y_t = \rho_1Y_{t-1} + \ldots + \rho_pY_{t-p} + e_t $$
It is quite a theoretical questio …
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