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Impulse-Response to exogenous VAR variables

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Impulse-Response to exogenous VAR variables

Weonho
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Hello~

I am trying to obtain the impulse response functions (IRF) of the endogenous variables of a vector autoregression to a shock in an exogenous variable. I can't seem to figure out a way to do it.

In using the 'irf create' command, I can get the response of endogenous variables
to only endogenous ones

How can I solve this problem?

Thanks for any suggestions in advance

Best regards,

Yang
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Re: Impulse-Response to exogenous VAR variables

ons jedidi
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Hi,
Did you get a response for your question? I have the same problem.
Thank You
ons
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Re: Impulse-Response to exogenous VAR variables

dariogabrielaguero
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In reply to this post by Weonho
Did you get a response for your question?
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