Search found 2 matches
- Sun Feb 18, 2018 6:25 am
- Forum: Add-in Support
- Topic: SVAR - SIRF Add-in
- Replies: 6
- Views: 10491
Re: SVAR - SIRF Add-in
Dear all, I am using the SIRF add-in in SVAR model. the add-in seems not working within the SVAR. I estimate the VAR, I estimate the structural factorization by imposing restirctions and finally i apply the IRF by setting "stractural decomposition" as impulse definition. After that, I try ...
- Wed Sep 16, 2015 4:44 am
- Forum: Econometric Discussions
- Topic: 2 variables and 2 cointegrated eqns.
- Replies: 18
- Views: 14732
Re: 2 variables and 2 cointegrated eqns.
hi, I am studying causality between 2 interest rate: central bank interest rate and lending commercial bank interest rate. both series are I(1) at level and the probability of integration at the first difference is equal to zero. when I estimate the Johansen cointegration test between the 2 variable...