Impulse Responses by Local Projection in Eviews (Jordà, 2005)

This video shows some useful steps on how to perform the impulse responses by local projection. This procedure was developed by Jordà (2005) to address some shortcomings of the conventional VAR impulse responses. For your requisite knowledge of this procedure, kindly refer to Jordà (2005).

@ChekwubeMadichie @vidIQ @CrunchEconometrix @sayedhossain23 @harvard @mitocw @AmitBhadana @cambridgeuniversity @oxforduniversity

#impulseresponses #var #variancedecomposition #econometrics

Видео Impulse Responses by Local Projection in Eviews (Jordà, 2005) канала ViData Solutions