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?
Search found 6 matches
- Fri Sep 08, 2017 3:45 am
- Forum: Estimation
- Topic: SVAR restrictions
- Replies: 8
- Views: 9349
- Thu Sep 07, 2017 2:17 am
- Forum: Estimation
- Topic: SVAR restrictions
- Replies: 8
- Views: 9349
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.
- Wed Jul 13, 2016 7:47 am
- Forum: Models
- Topic: Exogenous Shocks - Simulations
- Replies: 1
- Views: 6394
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 ...
- Tue Jul 12, 2016 8:06 am
- Forum: Models
- Topic: Exogenous Shocks - Simulations
- Replies: 1
- Views: 6394
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 ...
- Fri Jun 10, 2016 9:04 am
- Forum: Estimation
- Topic: IF functions in economic models
- Replies: 2
- Views: 3177
Re: IF functions in economic models
That's fantastic, thanks so much for the swift reply.
- Fri Jun 10, 2016 8:48 am
- Forum: Estimation
- Topic: IF functions in economic models
- Replies: 2
- Views: 3177
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...