Imposing Restrictions on SVAR

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nasa
Posts: 39
Joined: Tue Aug 02, 2016 12:41 am

Re: Imposing Restrictions on SVAR

Postby nasa » Tue Aug 15, 2017 7:31 am

HI,
Are the shocks are 1 SD in eviews 10?

thanks.

nasa
Posts: 39
Joined: Tue Aug 02, 2016 12:41 am

Re: Imposing Restrictions on SVAR

Postby nasa » Tue Aug 15, 2017 7:58 am

what about the 2 standard error?
Does it represents the 95 % confidence bands or the 90% or other?

EViews Matt
EViews Developer
Posts: 158
Joined: Thu Apr 25, 2013 7:48 pm

Re: Imposing Restrictions on SVAR

Postby EViews Matt » Tue Aug 15, 2017 9:21 am

Hello,

1) Yes, the shocks are one standard deviation.
2) The two standard deviation bands represent the usual 95% confidence interval.


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