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Hi,

gentlemen, I have estimated SVAR, and I want to make my model in excel. So should I multiply my coefficients matrix from VAR with A matrix or inverse A matrix?

Thanks and regards

Hi, Please help me with a matter. I have estimated Structural VAR and have to perform dynamic forecast. When I did it and compared with simple VAR system with the same variables and lags, I discovered that the results of SVAR and VAR are the same. I became a little bit doubtful about the results of ...

Hi all,

Gentlemen, I have a question that can seem to be primitive.
What is the difference between static forecast and impulse response?

hi all gentleman, an important question!!!! If I estimate a SVAR model and then in impulse responce analysis I choose "user specified" innovations, can I consider the results still being structural? And the second question- how can I give my estimated SVAR model 1% shocks, instead of one s...

guys, the question above is very urgent issue and any reply will be valuable for me.
write at least your opinions, pls

Hi trubador, I am building a VAR model of the form LOG (X) LOG(Y) LOG(Z) Then if I get the impulse function with one unit shock, the graph titled "Response of LOG(X) to LOG(Y)" should be interpreted as: response of X to 1% shock of Y? Thank you very much. T Hello Let me ask a question, gu...

Hi gentlemen

Could you please help me with a question?
when choosing a variable as an exogenous one, why VAR doesn't allow us to give them shocks?

Thanks in advance

Hello, gentleman, please help me with a matter! I've constructed a 7 variable SVAR and created 7x7 contemporaneous relationship matrix. when I estimate it, the program sets all the values to 0.15, which is the starting value in optimization control tab. I cannot undrstand what what wrong it is with ...