Search results with tag "Impulse response func tion"

Teaching Notes on Impulse Response Function and …

Impulse response func-tion (IRF) tracks the impact of any variable on others in the system. It is an essen-tial tool in empirical causal analysis and policy effectiveness analysis. This note reviews important concepts related to impulse response function and structural VAR. 2 Impulse response function Let Y t be a k-dimensional vector series ...

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