 Usage:  iaf = impres(a,t)  

 

 Input:



  a                      (KxK*p)-matrix of model parameters 

                         

  t                      scalar, time horizon for impulse response analysis 

                         

 Output:



  iaf                    (t+1xK^2)-matrix of forecast error impulse responses 

                         

--------------------------------------------------------------

(C) MD*TECH Method and Data Technologies, 21.9.2000

