SVAR Estimation

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emeritus05
Posts: 1
Joined: Fri Apr 20, 2012 8:30 pm

SVAR Estimation

Postby emeritus05 » Wed Apr 25, 2012 7:58 am

hi,
I am using eviews 5.0 and i tried estimating an SVAR with both short and long run restrictions as follows:

@e1=c(1)*@u1
@e2=c(2)*@u1 + c(3)*@u2
@e3=c(4)*@u1 + c(5)*@u2 + c(6)*@u3 + c(7)*@u4
@e4=c(8)*@u1 + c(9)*@u2 + c(10)*@u3 + c(11)*@u4
@lr3(@u4)=0
on cliclikng enter, 'it showed internal error 500'. what can i do to get the IRFs?

EViews Glenn
EViews Developer
Posts: 2546
Joined: Wed Oct 15, 2008 9:17 am

Re: SVAR Estimation

Postby EViews Glenn » Wed Apr 25, 2012 9:37 am

That's a poor error message which has been fixed. The Version 7 message reads,

"Syntax error - cannot mix both long-run and short-run restrictions in an SVAR"

Junaid
Posts: 5
Joined: Fri May 18, 2012 2:30 am

SVAR Estimation

Postby Junaid » Sun May 20, 2012 12:05 pm

can any one help me of how to estimate structure VAR model in eviews 7.....I am applying it for the very first time....I will be most thankful... :?

aleconomista
Posts: 5
Joined: Fri Jun 21, 2013 5:30 pm

Re: SVAR Estimation

Postby aleconomista » Fri Aug 16, 2013 4:23 pm

emeritus05 wrote:hi,
I am using eviews 5.0 and i tried estimating an SVAR with both short and long run restrictions as follows:

@e1=c(1)*@u1
@e2=c(2)*@u1 + c(3)*@u2
@e3=c(4)*@u1 + c(5)*@u2 + c(6)*@u3 + c(7)*@u4
@e4=c(8)*@u1 + c(9)*@u2 + c(10)*@u3 + c(11)*@u4
@lr3(@u4)=0
on cliclikng enter, 'it showed internal error 500'. what can i do to get the IRFs?


Choose model restrictions to short or long run modelling.

The basic definition of long-run restrictions argues that the variables have influence in the short time but not in long run.

aleconomista
Posts: 5
Joined: Fri Jun 21, 2013 5:30 pm

Re: SVAR Estimation

Postby aleconomista » Fri Aug 16, 2013 4:28 pm

emeritus05 wrote:hi,
I am using eviews 5.0 and i tried estimating an SVAR with both short and long run restrictions as follows:

@e1=c(1)*@u1
@e2=c(2)*@u1 + c(3)*@u2
@e3=c(4)*@u1 + c(5)*@u2 + c(6)*@u3 + c(7)*@u4
@e4=c(8)*@u1 + c(9)*@u2 + c(10)*@u3 + c(11)*@u4
@lr3(@u4)=0
on cliclikng enter, 'it showed internal error 500'. what can i do to get the IRFs?


you can deduce, in math terms, the reduce form of shocks


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