SVAR with Block exogeneity

For econometric discussions not necessarily related to EViews.

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oliverJ
Posts: 2
Joined: Sat May 13, 2017 5:00 am

SVAR with Block exogeneity

Postby oliverJ » Sat May 13, 2017 12:37 pm

Hi Gareth!

Hello Gareth

I am working on a topic relating to the impact of exogenous shocks on economic performance. I would use the (technical) methodology SVAR with block exogeneity. Is it possible to help me to do that in EVIEWS. So, If you can show me how to make (with screenshot) an estimate and impose the restrictions in an SVAR with exogenous block (SVAR-X) in Eviews.

Best regards!..

oliverJ
Posts: 2
Joined: Sat May 13, 2017 5:00 am

SVAR with Block exogeneity

Postby oliverJ » Sun May 14, 2017 2:02 pm

Hi guys!

I am working on a topic relating to the impact of exogenous shocks on economic performance. I would use the (technical) methodology SVAR with block exogeneity. Is it possible to help me to do that in EVIEWS. So, If you can show me how to make (with screenshot) an estimate and impose the restrictions in an SVAR with exogenous block (SVAR-X) in Eviews.

Best regards!..

dakila
Posts: 479
Joined: Tue Nov 24, 2015 4:57 pm

Re: SVAR with Block exogeneity

Postby dakila » Sun May 14, 2017 3:17 pm

Hi Oliver,

First, you need to specify and estimate each equation by OLS. (for example eq1.ls y1 c y1(-1) y2(-1)...)
Then make the model using all equations you estimated, identify shocks and simulate it to estimate IRF.


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