[R] Blanchard Quah/Impulse Response Functions

Laura Carvalho laurac at pobox.com
Tue Apr 21 15:59:15 CEST 2009


Dear all,


How can I compute an impulse response function for a BQ (or any SVAR)
in which the endogenous variable for output is given in
log-difference, and I want the response in terms of the level of
output, as done in Blanchard and Quah(1989)?

Does the function irf require that the response is exactly as given in
the set of endogenous variables?

Thank you,

Laura Carvalho




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