Search found 3 matches
- Thu Aug 04, 2016 4:50 am
- Forum: Add-in Support
- Topic: HDecomp (historical decomposition)
- Replies: 32
- Views: 82937
Re: HDecomp (historical decomposition)
Hi everyone, I also want to use this Historical decomposition add ins on the structual shocks of oil price. So, I have 4 structural shocks : oil supply shock, aggregate demand shock, oil-market specific demand shock, and other shock. As discussed before, the result of the add-ins is histmat matrix ...
- Fri Jul 29, 2016 9:18 am
- Forum: Add-in Support
- Topic: HDecomp (historical decomposition)
- Replies: 32
- Views: 82937
Re: HDecomp (historical decomposition)
Hi everyone, I also want to use this Historical decomposition add ins on the structual shocks of oil price. So, I have 4 structural shocks : oil supply shock, aggregate demand shock, oil-market specific demand shock, and other shock. As discussed before, the result of the add-ins is histmat matrix s...
- Mon Jun 27, 2016 3:25 pm
- Forum: Econometric Discussions
- Topic: Structural VAR in Eviews
- Replies: 1
- Views: 3417
Structural VAR in Eviews
Hi, I would like to test the effect of oil market shocks on stock market returns using SVAR. I really need help with how to do it in Eviews. So, I implement Killian's oil shock, which disentangles oil shocks into 3 shocks : (supply shock) Global oil prod, (demand shock) economic activity, and (oil-s...