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SVAR - SIRF Add-in

Posted: Fri Dec 02, 2016 12:09 pm
by potro
Hi,

First of all english is not my main language so sorry for my writing mistakes. I am writing my thesis (which consists in the comparison between two SVARs with LR restrictions) and I need to obtain the IRs from the structural decomposition but for a given shock. The problem is that EVIEWS predefines the shock as a standard deviation and since the samples are different (with different standard deviations) a simple contrast between IR graphs is not useful.

Reading through the forum I found an add-in called 'sirf' that I think may be useful for my purposes, but I have two complications. First, I do not know if this will allow me to contrast two IRs (could I assign the same shock for the two different SVAR's?). Second, I do not know how to use the add-in (do I use it after applying the structural factorization of the VAR or after getting the impulse response under structural decomposition?)

I forget to mention that the SVAR is calculated imposin long-run restrictions.

Thanks in advance for your help, im kind of worried about this,

PRG

Re: SVAR - SIRF Add-in

Posted: Fri Dec 02, 2016 4:17 pm
by dakila
1. Yes, you can use the sirf add-in.
2. After getting the impulse response under structural decomposition

Re: SVAR - SIRF Add-in

Posted: Fri Dec 02, 2016 5:53 pm
by potro
I really appreciate your help! Thank you very much..
┬┐Is there any way that i can boostrap the results after using sirf add-in?

Re: SVAR - SIRF Add-in

Posted: Sat Dec 03, 2016 4:48 am
by dakila
no

Re: SVAR - SIRF Add-in

Posted: Sun Feb 18, 2018 6:25 am
by deleidimatteo
Dear all,

I am using the SIRF add-in in SVAR model.
the add-in seems not working within the SVAR. I estimate the VAR, I estimate the structural factorization by imposing restirctions and finally i apply the IRF by setting "stractural decomposition" as impulse definition. After that, I try to implement the SIRF add-in, but eviews stops working without give me any rusults. However, the SIRF Add-in works only without estimating the structural identification, simply in the VAR when a IRF is estimated.
Could you help me? where can I find some explanation about the implemetation of SIRF add-in?

best,
M.

Re: SVAR - SIRF Add-in

Posted: Sun Feb 18, 2018 3:34 pm
by dakila
What is the version you use?