Make a model from a structural VAR?

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brewerkz
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Joined: Tue Mar 29, 2016 3:40 am

Make a model from a structural VAR?

Postby brewerkz » Tue Mar 29, 2016 3:44 am

I am trying to make a model from a structural VAR for simulation purposes. I estimate the SVAR and then proceed to make the model but I than get back the reduced form version. Am I doing something wrong? Thanks!

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Make a model from a structural VAR?

Postby EViews Gareth » Tue Mar 29, 2016 5:17 am

Unfortunately you cannot but the structural VAR into a model.
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trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: Make a model from a structural VAR?

Postby trubador » Tue Mar 29, 2016 7:21 am


brewerkz
Posts: 2
Joined: Tue Mar 29, 2016 3:40 am

Re: Make a model from a structural VAR?

Postby brewerkz » Tue Mar 29, 2016 6:39 pm

Thanks trubador. Setting up an SVAR as a system and estimating using FIML was my plan B, good news on the update in eviews 9.5. Thx!


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