estimating a shock in eviews

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Posts: 4
Joined: Mon Dec 28, 2020 4:04 pm

estimating a shock in eviews

Postby alz » Sun Jan 10, 2021 8:13 am

Dear all,

I am trying to estimate the effect of an observed trade shock (the entrance of China in WTO in 2001Q4 onward) for the US economy. I have a dateset from 1950 to 2014. I was thinking to use a dummy variable to simulate this shock as the effect is already in the data. Nevertheless, I did not find any past literature that was using a dummy as a shock besides, I do not think that a dummy is that efficient for the explanation of the shock in the long-run. Is there anything you advice me to do? Is there some command that I could use in this situation in Eviews?

I know that for a simulation usually I need to change the variables affected by the shock in Eviews. What about in this case? Is there anything in Eviews that I can in my favor?

Thank you in advance

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 10 guests