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I conducted an SVAR in eviews using three variables: government revenue, government expenditure and gdp using the methodology of Blanchard and Perotti (2002). In order to measure the government spending shocks would it be correct to take the structural residuals from the historical decomposition add...

I am trying to imitate Blanchard and Perotti (2002) and calculate the stochastic trend of gdp, government expenditure and government revenue. However, I am not sure how to do the following in Eviews 8: "We take first-differences of each variable, and, to account for changes in the underlying dr...

I am using the logarithm of seasonally adjusted GDP, government expenditure and government revenue per capita to measure fiscal shocks using an SVAR. When testing variables to see if they were stationary I ended up having to convert many of the variables to the I(1) form. Now I am trying to test for...

I am using the logarithm of GDP, government expenditure and government revenue per capita to measure fiscal shocks using an SVAR. I would like to seasonally adjust my data, however, is this possible if the data is already a logarithm and which technique would be best to use? I am using Eviews 8. Tha...

NAs correspond to parameters that are going to be estimated. In your case; a1,b1,a2,b2,c1 and c2 should all be NAs in the pattern matrices. What I try to emphasize is that, you may not obtain a feasible solution even if nothing is inherently wrong with your model. SVARs may suffer from global ident...

I still receive the error when I place all the original restrictions (from the image as NA) in eviews.

I am not sure what you mean with this, I have placed NA for all the estimates except for those I made the assumption were 0.

For those that I assume to be 0 should I also write NA?

Thank you for your reply!

Currently I am writing my thesis on the following topic: How do Austerity Measures after Financial Crises influence Social Indicators in OECD Countries? For this I am measuring the government spending shocks using the methodology of Blanchard and Perotti (2002). I am performing an SVAR in Eviews 8, ...