problem with shock residual
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hi
i have been estimating an open economy model with 2 countries.
one of the smoothed shocks , epsgstar looks very strange.
it goes flat over time, instead of oscillating around a mean value.
could you please have a look? i suspect something is wrong.
estefan
i have been estimating an open economy model with 2 countries.
one of the smoothed shocks , epsgstar looks very strange.
it goes flat over time, instead of oscillating around a mean value.
could you please have a look? i suspect something is wrong.
estefan