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Weird Impulse Response

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Weird Impulse Response

Postby adi199283 » Fri Feb 13, 2015 7:09 am

Dear all,

My problem is that the impulse response of interest shock looks quite weird in the sense that some impulse responses figures have two Inflection points. Is this a timing problem?

Hope someone can give a hint.

Thanks.
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Re: Weird Impulse Response

Postby jpfeifer » Fri Feb 13, 2015 8:07 am

Unless you are dealing with news shocks or permanent technology shocks, it is most likely a timing issue.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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