Make a model from a structural VAR?

For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.

Moderators: EViews Gareth, EViews Moderator

brewerkz
Posts: 2
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
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13294
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.
Follow us on Twitter @IHSEViews

trubador
Did you use forum search?
Posts: 1518
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!


Return to “Models”

Who is online

Users browsing this forum: No registered users and 5 guests