Search found 2 matches
- Sun Mar 15, 2015 7:59 am
- Forum: Programming
- Topic: SVAR confidence bands with LR restriction
- Replies: 2
- Views: 2686
Re: SVAR confidence bands with LR restriction
Could I get some help on the coding for this! Would be much appreciated
- Sat Mar 14, 2015 2:44 am
- Forum: Programming
- Topic: SVAR confidence bands with LR restriction
- Replies: 2
- Views: 2686
SVAR confidence bands with LR restriction
Hi, I'm running a two variable VAR with a LR (Blanchard Quah) restriction. I am running it with the second difference of log real GDP and the first difference of the savings rate; the restriction is that shocks to the savings rate have no long run impact on growth of GDP. So, I would expect the accu...