Hi,

Pls see the following.

http://faculty.ndhu.edu.tw/~jlin/files/impulse.pdf

http://economia.unipv.it/pagp/pagine_personali/erossi/dottorato_svar.pdf

http://www.ucl.ac.uk/~uctp041/Teaching_files/Tutorial_IRF.pdf

Time Series Analysis: With Applications in R

By Jonathan D. Cryer, Kung-Sik Chan

Time Series Analysis: Methods and Applications

edited by Tata Subba Rao, Suhasini Subba Rao, Calyampudi Radhakrishna Rao

Handbook of Time Series Analysis: Recent Theoretical Developments and ...

edited by Björn Schelter, Matthias Winterhalder, Jens Timmer

Kind regards

Thushara

I think Hamilton's Time Series Analysis is pretty interesting in that regard.

 Thank you all ..... best Regards

Econometric Models and Economic Forecasts, Robert Pindyck and Daniael Rubinfeld, third edition  pp 385-387

Following articles are very helpful!

http://www.sciencedirect.com/science/article/pii/S0165176597002140

https://ideas.repec.org/a/ire/issued/v01n011998p101-126.html