Hello all, so I was trying to implement a VAR and generate impulse responses with anticipated shocks (shocks at a lag h of monetary policy rate). I know that it is easily executed in Dynare. But, is there a possibility to do this in EViews - perhaps through a manually written code?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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