Daffodil International University

Faculties and Departments => Business & Entrepreneurship => Business Administration => Topic started by: munna99185 on May 21, 2015, 02:19:17 PM

Title: Impulse Response Function
Post by: munna99185 on May 21, 2015, 02:19:17 PM
Impulse responses trace out the responsiveness of the dependent variables
in the VAR to shocks to each of the variables. So, for each variable from
each equation separately, a unit shock is applied to the error, and the
effects upon the VAR system over time are noted.


Sayed Farrukh Ahmed
Assistant Professor
Faculty of Business & Economics
Daffodil International University