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Anyone to help me?

Hello, In order to analyse the interactions between the following data, I made an SVAR: - tourist arrivals in France --> A_TOT_SA - accomodation capacity in number of rooms in hotels (in first difference) --> D(OFF_SA) - a consumer confidence index for OECD countries --> D(E_OECD) I do not know thou...

I have another question, about the LR restrictions:

In the SVAR, what are the coefficients estimated in the long-run pattern matrix?

I mean, there is the formula on top: Model: Ae = Bu where E[uu']=I

Down below we have the estimated A and B matrixes.

So what are the coefficients C(1) to C(5)

Thanks you so much!

Indeed, it works now that I took the first difference with logarithms!

Hello, In order to analyse the interactions between the following data, I made an SVAR: - tourist arrivals in France --> A_TOT_SA - accomodation capacity in number of rooms in hotels (in first difference) --> D(OFF_SA) - a consumer confidence index for OECD countries --> D(E_OECD) There is one last ...

dakila wrote:First, you have to identify the structural shock (use Eviews impulse function).
After that use the sirf add-in.

Yes, I did that. But with the sirf add-in, I get the following message, when I want to have the scaled IRFs:

"0 is not a valid index for vector-series-coefficient FAC_DIAG01"

Hello, I want to have scaled IRFs as well, for my VAR. I have installed the stir add-in. So, I select the VAR and click on the "Scaled IRF" in the add-in menu. Now, I have a message box that asks me 3 things: - Number of scale factor - Impulse variable - Number of perdod Except the last on...

I want to analyse the interactions between the following data: - tourist arrivals (my variable of interest) - income of the tourists - accomodation capacity (in number of rooms in hotels) - a confidence index (an index asking "how do you evaluate your current financial situation?") My thes...