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- Fri Jul 06, 2018 12:02 pm
- Forum: Estimation
- Topic: SVAR
- Replies: 2
- Views: 3759
Re: SVAR
Hi everyone, I have a question regarding conditional forecasts from a SVAR. I proceed as follows: - Run an unrestricted VAR - Impose long-run restrictions via LR matrix - Estimate the SVAR - make model svarmod - Produce IRs via structural decomposition The IRs of SVAR are different from UVAR. Fine u...