Hi,
I was wondering whether the package(vars) can estimate generalized impulse
response functions for VARs / VECMs.
The general option on package(vars) available is:-
suppose I want to give a shock to 'a' and observe the response of 'b', then
irf(x, impulse=a, response=b, n.ahead=10,
boot=TRUE,ci=0.95,runs=100,seed=NULL...)
The vignettes and manuals says that the default is 'ortho=TRUE' (and the
other option is cumulative=NULL).
Or is there any other package one would suggest?
Thanks,
Regards,
Vimal
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