Hi.

I am conducting and ARDL cointegration analysis. I have a mix of I(0) and I(1) variables. I have seen previous posts that refer to an impulse response analysis complementing ARDL.

Since i have a mix of I(0) & I(1) variables, wouldn't it be safer to split my series into trend and cycle components, and conduct a var analysis on the cyclical components? (in order to analyze the short term behavious of my series).

More Alexandros Gymnopoulos's questions See All
Similar questions and discussions