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- Fri Apr 24, 2015 9:27 am
- Forum: Econometric Discussions
- Topic: SVAR
- Replies: 1
- Views: 2232
SVAR
I have attempted to run SVAR on Eviews for Kuwait (please see attached) using the Amisano and Gianini (1997) strategy AB. Before, going in depth I have converted all data into log form except for Lending Rate and FFR then I checked for Stationarity using ADF and Philipp Perron, and used lag length o...