Search found 2 matches
- Sun Sep 11, 2016 8:03 am
- Forum: Estimation
- Topic: SVAR restrictions
- Replies: 12
- Views: 18936
Re: SVAR restrictions
Thanks Dakila.
- Sun Sep 04, 2016 5:33 pm
- Forum: Estimation
- Topic: SVAR restrictions
- Replies: 12
- Views: 18936
Re: SVAR restrictions
Thanks for your guidelines on using both short and long run restrictions on Svar. I have a question related to the sign of the shock. Suppose I have a SVAR matrix (5,5) and the factormat matrix (5,5) after using the add-in. Looking at the elements of factormat matrix, suppose factormat(4,5)=-0.15, f...