Question: Derive a VAR(1) representation of a VAR(p) process analogously to equation (14.33) for autoregressions. Use this to derive an explicit formula for the h-step impulse

Derive a VAR(1) representation of a VAR(p) process analogously to equation (14.33) for autoregressions.

Use this to derive an explicit formula for the h-step impulse response IRF(h) analogously to (14.42).

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