[Gretl-users] Magnitude of VAR shocks

[Gabriela Nodari]

Dear Gretl Users,

I was wondering if there is the possibility to change the magnitude of a
given structural shock within a SVAR framework. By default, Gretl calculate
IRFs based on a one-standard deviation shock. Can I change this magnitude?

Thanks,

Gabriela

Dear Gretl Users,

 

I was wondering if there is the possibility to change the magnitude of a given structural shock within a SVAR framework. By default, Gretl calculate IRFs based on a one-standard deviation shock. Can I change this magnitude?

 

Thanks,

 

Gabriela