Innovation or Shock Size for Stata’s PVAR

2 Pages Posted: 27 Dec 2018

See all articles by George S. Ford

George S. Ford

Phoenix Center for Advanced Legal & Economic Public Policy Studies

Date Written: November 20, 2018

Abstract

In this note I show how to obtain the exact size of the innovation (or shock) for Stata's pvar and pvarinf commands.

Keywords: stata, pvar, pvarinf, shock, innovation

JEL Classification: C01, C33

Suggested Citation

Ford, George S., Innovation or Shock Size for Stata’s PVAR (November 20, 2018). Available at SSRN: https://ssrn.com/abstract=3288004 or http://dx.doi.org/10.2139/ssrn.3288004

George S. Ford (Contact Author)

Phoenix Center for Advanced Legal & Economic Public Policy Studies ( email )

5335 Wisconsin Avenue, NW
Suite 440
Washington, DC 20015
United States

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