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Hi, A simple question that might be seen foolish but still of a great importance for me. Does it make sense (or is it easily arguable) to take the first differences of endogenous variables " D( ) " in a structural VAR model? (In my model, I would like to apply that to GDP, House price and ...

Alright. It is working as far as I know (the add-in does not give any confirmation but I had no warning message this time so I guess it is fine). However, it provides any significant change neither in the results nor in the impulse response functions. I thank you again very much trubador for your pr...

Thank you very much for your reply trubador. I really appreciate. I have included the add-in after running my VAR and tried many combination but without success. There is something that I do not get. Might be the steps -How could I get the S matrix? With the add-in I can only add one pattern matrix ...

Hi, I am writing my thesis and I am experiencing little trouble with the SVAR model and cannot find out how and where to impose restriction in my model in EVIEWS. Basically, I have done the VAR with two lags and I only need to add restrictions for doing the structural VAR that I am looking for. The ...