Search found 3 matches

by kartikanindya
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 ...
by kartikanindya
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...
by kartikanindya
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...

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