How do I transform first-differenced impulse response functions back into levels?

Asked Mar 04 '21 at 20:29

Active Mar 04 '21 at 22:04

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I am estimating a structural VAR where all my variables are I(1). I took the log differences of each variable and generated the impulse response functions. Is there a way to convert the impulse response functions back to levels?

edited Mar 04 '21 at 22:04

Richard Hardy

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asked Mar 04 '21 at 20:29

Zeke

How do I transform first-differenced impulse response functions back into levels?

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