Kim and Roubini (2000) SVAR estimation codes

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atiqeco
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Joined: Wed Mar 14, 2018 7:42 am

Kim and Roubini (2000) SVAR estimation codes

Postby atiqeco » Wed Mar 14, 2018 9:57 pm

Hi
I want to estimate the monetary policy transmission in disaggregate CPI. I am using SVAR model like Kim and Roubini (2000). I have monthly data for monetary aggregates, TBr, CPI, Exchange rate and industrial production index. My question is that how will order my variables in VAR and how to impose restriction on matrix in SVAR.

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