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Make a model from a structural VAR?

Posted: Tue Mar 29, 2016 3:44 am
by brewerkz
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!

Re: Make a model from a structural VAR?

Posted: Tue Mar 29, 2016 5:17 am
by EViews Gareth
Unfortunately you cannot but the structural VAR into a model.

Re: Make a model from a structural VAR?

Posted: Tue Mar 29, 2016 7:21 am
by trubador

Re: Make a model from a structural VAR?

Posted: Tue Mar 29, 2016 6:39 pm
by brewerkz
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!