SVAR with permanent and transitory shock


I am trying to model an SVAR of two variables, log of the real copper price (I(1)) and non mining investment as a percentage of GDP (I(0)), both series are non-cointegrated. My idea is to be able to see the effects of shocks in the copper price in non mining investment, and for that I would like to be able to differentiate between permanent and transitory shocks to the copper price, but I don't know how to do that in R.

Could anyone help me? Thank you!

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.