Hi: I am estimating a panel VAR and using a simple cholesky decomposition of identification. I understand impulse responses in this exercise would refer to a some cross-sectional average impulse response.
I am more keen in the historical decomposition. And even if it is estimated as a panel, one should be able to recover country-specific decomposition. But all that Eviews provide is the decomposition for the first country listed in the panel. Is there any way I can get decomposition for the other countries? Or even for the panel average?
PVAR-historical decomposition
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13305
- Joined: Tue Sep 16, 2008 5:38 pm
Re: PVAR-historical decomposition
EViews doesn't have panel VARs built in.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 24 guests