Search found 6 matches

by jmurray804
Fri Sep 08, 2017 3:45 am
Forum: Estimation
Topic: SVAR restrictions
Replies: 7
Views: 2780

Re: SVAR restrictions

you are right, sorry -- that was unclear.

One basic question is, is it possible to estimate the SRVAR with more than one structural shock at the same time?
And, separately, is it possible to include exogenous variables in the SRVAR?
by jmurray804
Thu Sep 07, 2017 2:17 am
Forum: Estimation
Topic: SVAR restrictions
Replies: 7
Views: 2780

Re: SVAR restrictions

Hi, I've estimated an SRVAR on just the short-term restrictions above. When I plot the impulse responses it just says impulse response -- to which shock is it referring? I would like to recover the response of GDP to a structural monetary policy shock. Thanks very much in advance for any help offered.
by jmurray804
Wed Jul 13, 2016 7:47 am
Forum: Models
Topic: Exogenous Shocks - Simulations
Replies: 1
Views: 2948

Re: Exogenous Shocks - Simulations

In case anyone wondering, I believe it's the case that you'll need software other than Eviews to solve the problem easily. I was thinking about it and running a series of unexpected shocks through the model is basically the same thing as drawing random shocks as is the case in stochastic simulation ...
by jmurray804
Tue Jul 12, 2016 8:06 am
Forum: Models
Topic: Exogenous Shocks - Simulations
Replies: 1
Views: 2948

Exogenous Shocks - Simulations

Hi, hopefully a quick one for you. I'm trying to see how a policy rule responds to a series of shocks to the supply potential of the economy. Problem is that my model features lots of forward-looking behaviour so the agents in the economy see the shocks coming. Is there a way I can run a simulation ...
by jmurray804
Fri Jun 10, 2016 9:04 am
Forum: Estimation
Topic: IF functions in economic models
Replies: 2
Views: 1337

Re: IF functions in economic models

That's fantastic, thanks so much for the swift reply.
by jmurray804
Fri Jun 10, 2016 8:48 am
Forum: Estimation
Topic: IF functions in economic models
Replies: 2
Views: 1337

IF functions in economic models

Easy question for you Eviews geniuses. Let's say the the central bank is more responsive when the output gap is wide. I'd love to code that up in my small model using an IF function but I've no idea of the right syntax - searching for if in the forum naturally returns rather a lot of articles. Basic...

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