Blanchard Quah Decomposition

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sweivE
Posts: 18
Joined: Thu Mar 03, 2011 5:21 am

Blanchard Quah Decomposition

Postby sweivE » Sat Dec 31, 2011 8:21 am

Hello,

I estimated a SVAR model with long run restrictions (BQ method) and I wanted to know if there is a built in Eviews procedure that extracts the structural shocks series from the estimated residual series.

Thanks
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