Impulse Response Function Fluctuation
Posted: Thu Mar 11, 2010 4:51 pm
Hello?
Have you seen this type of Impulse Response Function result?
Plz. have look an attached pdf file.
The several IRF results are something wrong, they are too fluctuated like the file.
I checked all shock variable, and AR(1) parameters.
Those anyone have any Idea?
Many Thanks.
Have you seen this type of Impulse Response Function result?
Plz. have look an attached pdf file.
The several IRF results are something wrong, they are too fluctuated like the file.
I checked all shock variable, and AR(1) parameters.
Those anyone have any Idea?
Many Thanks.