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.
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Impulse Response Function Fluctuation
by ajk77 » Thu Mar 11, 2010 4:51 pm
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twosec_o_IRF_eta_eps_r2.pdf- (3.57 KiB) Downloaded 125 times
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Re: Impulse Response Function Fluctuation
by jpfeifer » Fri Mar 12, 2010 6:43 am
I have seen something like that before. It occured when the timing of a variable was wrong. In my case, I erroneously set a non-predetermined variable as predetermined. This resulted in fluctuating impulse responses (apparently a complex eigenvalue that should be real).
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